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test_dask.py
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test_dask.py
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# coding: utf-8
"""Tests for lightgbm.dask module"""
import inspect
import pickle
import random
import socket
from itertools import groupby
from os import getenv
from sys import platform
import pytest
import lightgbm as lgb
if not platform.startswith('linux'):
pytest.skip('lightgbm.dask is currently supported in Linux environments', allow_module_level=True)
if not lgb.compat.DASK_INSTALLED:
pytest.skip('Dask is not installed', allow_module_level=True)
import cloudpickle
import dask.array as da
import dask.dataframe as dd
import joblib
import numpy as np
import pandas as pd
import sklearn.utils.estimator_checks as sklearn_checks
from dask.array.utils import assert_eq
from dask.distributed import Client, LocalCluster, default_client, wait
from pkg_resources import parse_version
from scipy.sparse import csr_matrix
from scipy.stats import spearmanr
from sklearn import __version__ as sk_version
from sklearn.datasets import make_blobs, make_regression
from .utils import make_ranking
sk_version = parse_version(sk_version)
tasks = ['binary-classification', 'multiclass-classification', 'regression', 'ranking']
distributed_training_algorithms = ['data', 'voting']
data_output = ['array', 'scipy_csr_matrix', 'dataframe', 'dataframe-with-categorical']
boosting_types = ['gbdt', 'dart', 'goss', 'rf']
group_sizes = [5, 5, 5, 10, 10, 10, 20, 20, 20, 50, 50]
task_to_dask_factory = {
'regression': lgb.DaskLGBMRegressor,
'binary-classification': lgb.DaskLGBMClassifier,
'multiclass-classification': lgb.DaskLGBMClassifier,
'ranking': lgb.DaskLGBMRanker
}
task_to_local_factory = {
'regression': lgb.LGBMRegressor,
'binary-classification': lgb.LGBMClassifier,
'multiclass-classification': lgb.LGBMClassifier,
'ranking': lgb.LGBMRanker
}
pytestmark = [
pytest.mark.skipif(getenv('TASK', '') == 'mpi', reason='Fails to run with MPI interface'),
pytest.mark.skipif(getenv('TASK', '') == 'gpu', reason='Fails to run with GPU interface')
]
@pytest.fixture(scope='module')
def cluster():
dask_cluster = LocalCluster(n_workers=2, threads_per_worker=2, dashboard_address=None)
yield dask_cluster
dask_cluster.close()
@pytest.fixture(scope='module')
def cluster2():
dask_cluster = LocalCluster(n_workers=2, threads_per_worker=2, dashboard_address=None)
yield dask_cluster
dask_cluster.close()
@pytest.fixture()
def listen_port():
listen_port.port += 10
return listen_port.port
listen_port.port = 13000
def _create_ranking_data(n_samples=100, output='array', chunk_size=50, **kwargs):
X, y, g = make_ranking(n_samples=n_samples, random_state=42, **kwargs)
rnd = np.random.RandomState(42)
w = rnd.rand(X.shape[0]) * 0.01
g_rle = np.array([len(list(grp)) for _, grp in groupby(g)])
if output.startswith('dataframe'):
# add target, weight, and group to DataFrame so that partitions abide by group boundaries.
X_df = pd.DataFrame(X, columns=[f'feature_{i}' for i in range(X.shape[1])])
if output == 'dataframe-with-categorical':
for i in range(5):
col_name = f"cat_col{i}"
cat_values = rnd.choice(['a', 'b'], X.shape[0])
cat_series = pd.Series(
cat_values,
dtype='category'
)
X_df[col_name] = cat_series
X = X_df.copy()
X_df = X_df.assign(y=y, g=g, w=w)
# set_index ensures partitions are based on group id.
# See https://stackoverflow.com/questions/49532824/dask-dataframe-split-partitions-based-on-a-column-or-function.
X_df.set_index('g', inplace=True)
dX = dd.from_pandas(X_df, chunksize=chunk_size)
# separate target, weight from features.
dy = dX['y']
dw = dX['w']
dX = dX.drop(columns=['y', 'w'])
dg = dX.index.to_series()
# encode group identifiers into run-length encoding, the format LightGBMRanker is expecting
# so that within each partition, sum(g) = n_samples.
dg = dg.map_partitions(lambda p: p.groupby('g', sort=False).apply(lambda z: z.shape[0]))
elif output == 'array':
# ranking arrays: one chunk per group. Each chunk must include all columns.
p = X.shape[1]
dX, dy, dw, dg = [], [], [], []
for g_idx, rhs in enumerate(np.cumsum(g_rle)):
lhs = rhs - g_rle[g_idx]
dX.append(da.from_array(X[lhs:rhs, :], chunks=(rhs - lhs, p)))
dy.append(da.from_array(y[lhs:rhs]))
dw.append(da.from_array(w[lhs:rhs]))
dg.append(da.from_array(np.array([g_rle[g_idx]])))
dX = da.concatenate(dX, axis=0)
dy = da.concatenate(dy, axis=0)
dw = da.concatenate(dw, axis=0)
dg = da.concatenate(dg, axis=0)
else:
raise ValueError('Ranking data creation only supported for Dask arrays and dataframes')
return X, y, w, g_rle, dX, dy, dw, dg
def _create_data(objective, n_samples=1_000, output='array', chunk_size=500, **kwargs):
if objective.endswith('classification'):
if objective == 'binary-classification':
centers = [[-4, -4], [4, 4]]
elif objective == 'multiclass-classification':
centers = [[-4, -4], [4, 4], [-4, 4]]
else:
raise ValueError(f"Unknown classification task '{objective}'")
X, y = make_blobs(n_samples=n_samples, centers=centers, random_state=42)
elif objective == 'regression':
X, y = make_regression(n_samples=n_samples, n_features=4, n_informative=2, random_state=42)
elif objective == 'ranking':
return _create_ranking_data(
n_samples=n_samples,
output=output,
chunk_size=chunk_size,
**kwargs
)
else:
raise ValueError(f"Unknown objective '{objective}'")
rnd = np.random.RandomState(42)
weights = rnd.random(X.shape[0]) * 0.01
if output == 'array':
dX = da.from_array(X, (chunk_size, X.shape[1]))
dy = da.from_array(y, chunk_size)
dw = da.from_array(weights, chunk_size)
elif output.startswith('dataframe'):
X_df = pd.DataFrame(X, columns=[f'feature_{i}' for i in range(X.shape[1])])
if output == 'dataframe-with-categorical':
num_cat_cols = 2
for i in range(num_cat_cols):
col_name = f"cat_col{i}"
cat_values = rnd.choice(['a', 'b'], X.shape[0])
cat_series = pd.Series(
cat_values,
dtype='category'
)
X_df[col_name] = cat_series
X = np.hstack((X, cat_series.cat.codes.values.reshape(-1, 1)))
# make one categorical feature relevant to the target
cat_col_is_a = X_df['cat_col0'] == 'a'
if objective == 'regression':
y = np.where(cat_col_is_a, y, 2 * y)
elif objective == 'binary-classification':
y = np.where(cat_col_is_a, y, 1 - y)
elif objective == 'multiclass-classification':
n_classes = 3
y = np.where(cat_col_is_a, y, (1 + y) % n_classes)
y_df = pd.Series(y, name='target')
dX = dd.from_pandas(X_df, chunksize=chunk_size)
dy = dd.from_pandas(y_df, chunksize=chunk_size)
dw = dd.from_array(weights, chunksize=chunk_size)
elif output == 'scipy_csr_matrix':
dX = da.from_array(X, chunks=(chunk_size, X.shape[1])).map_blocks(csr_matrix)
dy = da.from_array(y, chunks=chunk_size)
dw = da.from_array(weights, chunk_size)
else:
raise ValueError(f"Unknown output type '{output}'")
return X, y, weights, None, dX, dy, dw, None
def _r2_score(dy_true, dy_pred):
numerator = ((dy_true - dy_pred) ** 2).sum(axis=0, dtype=np.float64)
denominator = ((dy_true - dy_true.mean(axis=0)) ** 2).sum(axis=0, dtype=np.float64)
return (1 - numerator / denominator).compute()
def _accuracy_score(dy_true, dy_pred):
return da.average(dy_true == dy_pred).compute()
def _constant_metric(dy_true, dy_pred):
metric_name = 'constant_metric'
value = 0.708
is_higher_better = False
return metric_name, value, is_higher_better
def _pickle(obj, filepath, serializer):
if serializer == 'pickle':
with open(filepath, 'wb') as f:
pickle.dump(obj, f)
elif serializer == 'joblib':
joblib.dump(obj, filepath)
elif serializer == 'cloudpickle':
with open(filepath, 'wb') as f:
cloudpickle.dump(obj, f)
else:
raise ValueError(f'Unrecognized serializer type: {serializer}')
def _unpickle(filepath, serializer):
if serializer == 'pickle':
with open(filepath, 'rb') as f:
return pickle.load(f)
elif serializer == 'joblib':
return joblib.load(filepath)
elif serializer == 'cloudpickle':
with open(filepath, 'rb') as f:
return cloudpickle.load(f)
else:
raise ValueError(f'Unrecognized serializer type: {serializer}')
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
@pytest.mark.parametrize('boosting_type', boosting_types)
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
def test_classifier(output, task, boosting_type, tree_learner, cluster):
with Client(cluster) as client:
X, y, w, _, dX, dy, dw, _ = _create_data(
objective=task,
output=output
)
params = {
"boosting_type": boosting_type,
"tree_learner": tree_learner,
"n_estimators": 50,
"num_leaves": 31
}
if boosting_type == 'rf':
params.update({
'bagging_freq': 1,
'bagging_fraction': 0.9,
})
elif boosting_type == 'goss':
params['top_rate'] = 0.5
dask_classifier = lgb.DaskLGBMClassifier(
client=client,
time_out=5,
**params
)
dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
p1 = dask_classifier.predict(dX)
p1_raw = dask_classifier.predict(dX, raw_score=True).compute()
p1_first_iter_raw = dask_classifier.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
p1_early_stop_raw = dask_classifier.predict(
dX,
pred_early_stop=True,
pred_early_stop_margin=1.0,
pred_early_stop_freq=2,
raw_score=True
).compute()
p1_proba = dask_classifier.predict_proba(dX).compute()
p1_pred_leaf = dask_classifier.predict(dX, pred_leaf=True)
p1_local = dask_classifier.to_local().predict(X)
s1 = _accuracy_score(dy, p1)
p1 = p1.compute()
local_classifier = lgb.LGBMClassifier(**params)
local_classifier.fit(X, y, sample_weight=w)
p2 = local_classifier.predict(X)
p2_proba = local_classifier.predict_proba(X)
s2 = local_classifier.score(X, y)
if boosting_type == 'rf':
# https://github.com/microsoft/LightGBM/issues/4118
assert_eq(s1, s2, atol=0.01)
assert_eq(p1_proba, p2_proba, atol=0.8)
else:
assert_eq(s1, s2)
assert_eq(p1, p2)
assert_eq(p1, y)
assert_eq(p2, y)
assert_eq(p1_proba, p2_proba, atol=0.03)
assert_eq(p1_local, p2)
assert_eq(p1_local, y)
# extra predict() parameters should be passed through correctly
with pytest.raises(AssertionError):
assert_eq(p1_raw, p1_first_iter_raw)
with pytest.raises(AssertionError):
assert_eq(p1_raw, p1_early_stop_raw)
# pref_leaf values should have the right shape
# and values that look like valid tree nodes
pred_leaf_vals = p1_pred_leaf.compute()
assert pred_leaf_vals.shape == (
X.shape[0],
dask_classifier.booster_.num_trees()
)
assert np.max(pred_leaf_vals) <= params['num_leaves']
assert np.min(pred_leaf_vals) >= 0
assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']
# be sure LightGBM actually used at least one categorical column,
# and that it was correctly treated as a categorical feature
if output == 'dataframe-with-categorical':
cat_cols = [
col for col in dX.columns
if dX.dtypes[col].name == 'category'
]
tree_df = dask_classifier.booster_.trees_to_dataframe()
node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
assert node_uses_cat_col.sum() > 0
assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
def test_classifier_pred_contrib(output, task, cluster):
with Client(cluster) as client:
X, y, w, _, dX, dy, dw, _ = _create_data(
objective=task,
output=output
)
params = {
"n_estimators": 10,
"num_leaves": 10
}
dask_classifier = lgb.DaskLGBMClassifier(
client=client,
time_out=5,
tree_learner='data',
**params
)
dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
preds_with_contrib = dask_classifier.predict(dX, pred_contrib=True).compute()
local_classifier = lgb.LGBMClassifier(**params)
local_classifier.fit(X, y, sample_weight=w)
local_preds_with_contrib = local_classifier.predict(X, pred_contrib=True)
if output == 'scipy_csr_matrix':
preds_with_contrib = np.array(preds_with_contrib.todense())
# be sure LightGBM actually used at least one categorical column,
# and that it was correctly treated as a categorical feature
if output == 'dataframe-with-categorical':
cat_cols = [
col for col in dX.columns
if dX.dtypes[col].name == 'category'
]
tree_df = dask_classifier.booster_.trees_to_dataframe()
node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
assert node_uses_cat_col.sum() > 0
assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
# shape depends on whether it is binary or multiclass classification
num_features = dask_classifier.n_features_
num_classes = dask_classifier.n_classes_
if num_classes == 2:
expected_num_cols = num_features + 1
else:
expected_num_cols = (num_features + 1) * num_classes
# * shape depends on whether it is binary or multiclass classification
# * matrix for binary classification is of the form [feature_contrib, base_value],
# for multi-class it's [feat_contrib_class1, base_value_class1, feat_contrib_class2, base_value_class2, etc.]
# * contrib outputs for distributed training are different than from local training, so we can just test
# that the output has the right shape and base values are in the right position
assert preds_with_contrib.shape[1] == expected_num_cols
assert preds_with_contrib.shape == local_preds_with_contrib.shape
if num_classes == 2:
assert len(np.unique(preds_with_contrib[:, num_features]) == 1)
else:
for i in range(num_classes):
base_value_col = num_features * (i + 1) + i
assert len(np.unique(preds_with_contrib[:, base_value_col]) == 1)
def test_find_random_open_port(cluster):
with Client(cluster) as client:
for _ in range(5):
worker_address_to_port = client.run(lgb.dask._find_random_open_port)
found_ports = worker_address_to_port.values()
# check that found ports are different for same address (LocalCluster)
assert len(set(found_ports)) == len(found_ports)
# check that the ports are indeed open
for port in found_ports:
with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
s.bind(('', port))
def test_possibly_fix_worker_map(capsys, cluster):
with Client(cluster) as client:
worker_addresses = list(client.scheduler_info()["workers"].keys())
retry_msg = 'Searching for a LightGBM training port for worker'
# should handle worker maps without any duplicates
map_without_duplicates = {
worker_address: 12400 + i
for i, worker_address in enumerate(worker_addresses)
}
patched_map = lgb.dask._possibly_fix_worker_map_duplicates(
client=client,
worker_map=map_without_duplicates
)
assert patched_map == map_without_duplicates
assert retry_msg not in capsys.readouterr().out
# should handle worker maps with duplicates
map_with_duplicates = {
worker_address: 12400
for i, worker_address in enumerate(worker_addresses)
}
patched_map = lgb.dask._possibly_fix_worker_map_duplicates(
client=client,
worker_map=map_with_duplicates
)
assert retry_msg in capsys.readouterr().out
assert len(set(patched_map.values())) == len(worker_addresses)
def test_training_does_not_fail_on_port_conflicts(cluster):
with Client(cluster) as client:
_, _, _, _, dX, dy, dw, _ = _create_data('binary-classification', output='array')
lightgbm_default_port = 12400
with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
s.bind(('127.0.0.1', lightgbm_default_port))
dask_classifier = lgb.DaskLGBMClassifier(
client=client,
time_out=5,
n_estimators=5,
num_leaves=5
)
for _ in range(5):
dask_classifier.fit(
X=dX,
y=dy,
sample_weight=dw,
)
assert dask_classifier.booster_
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('boosting_type', boosting_types)
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
def test_regressor(output, boosting_type, tree_learner, cluster):
with Client(cluster) as client:
X, y, w, _, dX, dy, dw, _ = _create_data(
objective='regression',
output=output
)
params = {
"boosting_type": boosting_type,
"random_state": 42,
"num_leaves": 31,
"n_estimators": 20,
}
if boosting_type == 'rf':
params.update({
'bagging_freq': 1,
'bagging_fraction': 0.9,
})
dask_regressor = lgb.DaskLGBMRegressor(
client=client,
time_out=5,
tree=tree_learner,
**params
)
dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
p1 = dask_regressor.predict(dX)
p1_pred_leaf = dask_regressor.predict(dX, pred_leaf=True)
s1 = _r2_score(dy, p1)
p1 = p1.compute()
p1_raw = dask_regressor.predict(dX, raw_score=True).compute()
p1_first_iter_raw = dask_regressor.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
p1_local = dask_regressor.to_local().predict(X)
s1_local = dask_regressor.to_local().score(X, y)
local_regressor = lgb.LGBMRegressor(**params)
local_regressor.fit(X, y, sample_weight=w)
s2 = local_regressor.score(X, y)
p2 = local_regressor.predict(X)
# Scores should be the same
assert_eq(s1, s2, atol=0.01)
assert_eq(s1, s1_local)
# Predictions should be roughly the same.
assert_eq(p1, p1_local)
# pref_leaf values should have the right shape
# and values that look like valid tree nodes
pred_leaf_vals = p1_pred_leaf.compute()
assert pred_leaf_vals.shape == (
X.shape[0],
dask_regressor.booster_.num_trees()
)
assert np.max(pred_leaf_vals) <= params['num_leaves']
assert np.min(pred_leaf_vals) >= 0
assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']
assert_eq(p1, y, rtol=0.5, atol=50.)
assert_eq(p2, y, rtol=0.5, atol=50.)
# extra predict() parameters should be passed through correctly
with pytest.raises(AssertionError):
assert_eq(p1_raw, p1_first_iter_raw)
# be sure LightGBM actually used at least one categorical column,
# and that it was correctly treated as a categorical feature
if output == 'dataframe-with-categorical':
cat_cols = [
col for col in dX.columns
if dX.dtypes[col].name == 'category'
]
tree_df = dask_regressor.booster_.trees_to_dataframe()
node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
assert node_uses_cat_col.sum() > 0
assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
@pytest.mark.parametrize('output', data_output)
def test_regressor_pred_contrib(output, cluster):
with Client(cluster) as client:
X, y, w, _, dX, dy, dw, _ = _create_data(
objective='regression',
output=output
)
params = {
"n_estimators": 10,
"num_leaves": 10
}
dask_regressor = lgb.DaskLGBMRegressor(
client=client,
time_out=5,
tree_learner='data',
**params
)
dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
preds_with_contrib = dask_regressor.predict(dX, pred_contrib=True).compute()
local_regressor = lgb.LGBMRegressor(**params)
local_regressor.fit(X, y, sample_weight=w)
local_preds_with_contrib = local_regressor.predict(X, pred_contrib=True)
if output == "scipy_csr_matrix":
preds_with_contrib = np.array(preds_with_contrib.todense())
# contrib outputs for distributed training are different than from local training, so we can just test
# that the output has the right shape and base values are in the right position
num_features = dX.shape[1]
assert preds_with_contrib.shape[1] == num_features + 1
assert preds_with_contrib.shape == local_preds_with_contrib.shape
# be sure LightGBM actually used at least one categorical column,
# and that it was correctly treated as a categorical feature
if output == 'dataframe-with-categorical':
cat_cols = [
col for col in dX.columns
if dX.dtypes[col].name == 'category'
]
tree_df = dask_regressor.booster_.trees_to_dataframe()
node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
assert node_uses_cat_col.sum() > 0
assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('alpha', [.1, .5, .9])
def test_regressor_quantile(output, alpha, cluster):
with Client(cluster) as client:
X, y, w, _, dX, dy, dw, _ = _create_data(
objective='regression',
output=output
)
params = {
"objective": "quantile",
"alpha": alpha,
"random_state": 42,
"n_estimators": 10,
"num_leaves": 10
}
dask_regressor = lgb.DaskLGBMRegressor(
client=client,
tree_learner_type='data_parallel',
**params
)
dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
p1 = dask_regressor.predict(dX).compute()
q1 = np.count_nonzero(y < p1) / y.shape[0]
local_regressor = lgb.LGBMRegressor(**params)
local_regressor.fit(X, y, sample_weight=w)
p2 = local_regressor.predict(X)
q2 = np.count_nonzero(y < p2) / y.shape[0]
# Quantiles should be right
np.testing.assert_allclose(q1, alpha, atol=0.2)
np.testing.assert_allclose(q2, alpha, atol=0.2)
# be sure LightGBM actually used at least one categorical column,
# and that it was correctly treated as a categorical feature
if output == 'dataframe-with-categorical':
cat_cols = [
col for col in dX.columns
if dX.dtypes[col].name == 'category'
]
tree_df = dask_regressor.booster_.trees_to_dataframe()
node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
assert node_uses_cat_col.sum() > 0
assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
@pytest.mark.parametrize('output', ['array', 'dataframe', 'dataframe-with-categorical'])
@pytest.mark.parametrize('group', [None, group_sizes])
@pytest.mark.parametrize('boosting_type', boosting_types)
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
def test_ranker(output, group, boosting_type, tree_learner, cluster):
with Client(cluster) as client:
if output == 'dataframe-with-categorical':
X, y, w, g, dX, dy, dw, dg = _create_data(
objective='ranking',
output=output,
group=group,
n_features=1,
n_informative=1
)
else:
X, y, w, g, dX, dy, dw, dg = _create_data(
objective='ranking',
output=output,
group=group
)
# rebalance small dask.Array dataset for better performance.
if output == 'array':
dX = dX.persist()
dy = dy.persist()
dw = dw.persist()
dg = dg.persist()
_ = wait([dX, dy, dw, dg])
client.rebalance()
# use many trees + leaves to overfit, help ensure that Dask data-parallel strategy matches that of
# serial learner. See https://github.com/microsoft/LightGBM/issues/3292#issuecomment-671288210.
params = {
"boosting_type": boosting_type,
"random_state": 42,
"n_estimators": 50,
"num_leaves": 20,
"min_child_samples": 1
}
if boosting_type == 'rf':
params.update({
'bagging_freq': 1,
'bagging_fraction': 0.9,
})
dask_ranker = lgb.DaskLGBMRanker(
client=client,
time_out=5,
tree_learner_type=tree_learner,
**params
)
dask_ranker = dask_ranker.fit(dX, dy, sample_weight=dw, group=dg)
rnkvec_dask = dask_ranker.predict(dX)
rnkvec_dask = rnkvec_dask.compute()
p1_pred_leaf = dask_ranker.predict(dX, pred_leaf=True)
p1_raw = dask_ranker.predict(dX, raw_score=True).compute()
p1_first_iter_raw = dask_ranker.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
rnkvec_dask_local = dask_ranker.to_local().predict(X)
local_ranker = lgb.LGBMRanker(**params)
local_ranker.fit(X, y, sample_weight=w, group=g)
rnkvec_local = local_ranker.predict(X)
# distributed ranker should be able to rank decently well and should
# have high rank correlation with scores from serial ranker.
dcor = spearmanr(rnkvec_dask, y).correlation
assert dcor > 0.6
assert spearmanr(rnkvec_dask, rnkvec_local).correlation > 0.8
assert_eq(rnkvec_dask, rnkvec_dask_local)
# extra predict() parameters should be passed through correctly
with pytest.raises(AssertionError):
assert_eq(p1_raw, p1_first_iter_raw)
# pref_leaf values should have the right shape
# and values that look like valid tree nodes
pred_leaf_vals = p1_pred_leaf.compute()
assert pred_leaf_vals.shape == (
X.shape[0],
dask_ranker.booster_.num_trees()
)
assert np.max(pred_leaf_vals) <= params['num_leaves']
assert np.min(pred_leaf_vals) >= 0
assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']
# be sure LightGBM actually used at least one categorical column,
# and that it was correctly treated as a categorical feature
if output == 'dataframe-with-categorical':
cat_cols = [
col for col in dX.columns
if dX.dtypes[col].name == 'category'
]
tree_df = dask_ranker.booster_.trees_to_dataframe()
node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
assert node_uses_cat_col.sum() > 0
assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('eval_sizes', [[0.5, 1, 1.5], [0]])
@pytest.mark.parametrize('eval_names_prefix', ['specified', None])
def test_eval_set_no_early_stopping(task, output, eval_sizes, eval_names_prefix, cluster):
if task == 'ranking' and output == 'scipy_csr_matrix':
pytest.skip('LGBMRanker is not currently tested on sparse matrices')
with Client(cluster) as client:
# Use larger trainset to prevent premature stopping due to zero loss, causing num_trees() < n_estimators.
# Use small chunk_size to avoid single-worker allocation of eval data partitions.
n_samples = 1000
chunk_size = 10
n_eval_sets = len(eval_sizes)
eval_set = []
eval_sample_weight = []
eval_class_weight = None
eval_init_score = None
if eval_names_prefix:
eval_names = [f'{eval_names_prefix}_{i}' for i in range(len(eval_sizes))]
else:
eval_names = None
X, y, w, g, dX, dy, dw, dg = _create_data(
objective=task,
n_samples=n_samples,
output=output,
chunk_size=chunk_size
)
if task == 'ranking':
eval_metrics = ['ndcg']
eval_at = (5, 6)
eval_metric_names = [f'ndcg@{k}' for k in eval_at]
eval_group = []
else:
# test eval_class_weight, eval_init_score on binary-classification task.
# Note: objective's default `metric` will be evaluated in evals_result_ in addition to all eval_metrics.
if task == 'binary-classification':
eval_metrics = ['binary_error', 'auc']
eval_metric_names = ['binary_logloss', 'binary_error', 'auc']
eval_class_weight = []
eval_init_score = []
elif task == 'multiclass-classification':
eval_metrics = ['multi_error']
eval_metric_names = ['multi_logloss', 'multi_error']
elif task == 'regression':
eval_metrics = ['l1']
eval_metric_names = ['l2', 'l1']
# create eval_sets by creating new datasets or copying training data.
for eval_size in eval_sizes:
if eval_size == 1:
y_e = y
dX_e = dX
dy_e = dy
dw_e = dw
dg_e = dg
else:
n_eval_samples = max(chunk_size, int(n_samples * eval_size))
_, y_e, _, _, dX_e, dy_e, dw_e, dg_e = _create_data(
objective=task,
n_samples=n_eval_samples,
output=output,
chunk_size=chunk_size
)
eval_set.append((dX_e, dy_e))
eval_sample_weight.append(dw_e)
if task == 'ranking':
eval_group.append(dg_e)
if task == 'binary-classification':
n_neg = np.sum(y_e == 0)
n_pos = np.sum(y_e == 1)
eval_class_weight.append({0: n_neg / n_pos, 1: n_pos / n_neg})
init_score_value = np.log(np.mean(y_e) / (1 - np.mean(y_e)))
if 'dataframe' in output:
d_init_score = dy_e.map_partitions(lambda x: pd.Series([init_score_value] * x.size))
else:
d_init_score = dy_e.map_blocks(lambda x: np.repeat(init_score_value, x.size))
eval_init_score.append(d_init_score)
fit_trees = 50
params = {
"random_state": 42,
"n_estimators": fit_trees,
"num_leaves": 2
}
model_factory = task_to_dask_factory[task]
dask_model = model_factory(
client=client,
**params
)
fit_params = {
'X': dX,
'y': dy,
'eval_set': eval_set,
'eval_names': eval_names,
'eval_sample_weight': eval_sample_weight,
'eval_init_score': eval_init_score,
'eval_metric': eval_metrics,
'verbose': True
}
if task == 'ranking':
fit_params.update(
{'group': dg,
'eval_group': eval_group,
'eval_at': eval_at}
)
elif task == 'binary-classification':
fit_params.update({'eval_class_weight': eval_class_weight})
if eval_sizes == [0]:
with pytest.warns(UserWarning, match='Worker (.*) was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable.'):
dask_model.fit(**fit_params)
else:
dask_model = dask_model.fit(**fit_params)
# total number of trees scales up for ova classifier.
if task == 'multiclass-classification':
model_trees = fit_trees * dask_model.n_classes_
else:
model_trees = fit_trees
# check that early stopping was not applied.
assert dask_model.booster_.num_trees() == model_trees
assert dask_model.best_iteration_ is None
# checks that evals_result_ and best_score_ contain expected data and eval_set names.
evals_result = dask_model.evals_result_
best_scores = dask_model.best_score_
assert len(evals_result) == n_eval_sets
assert len(best_scores) == n_eval_sets
for eval_name in evals_result:
assert eval_name in dask_model.best_score_
if eval_names:
assert eval_name in eval_names
# check that each eval_name and metric exists for all eval sets, allowing for the
# case when a worker receives a fully-padded eval_set component which is not evaluated.
if evals_result[eval_name] != 'not evaluated':
for metric in eval_metric_names:
assert metric in evals_result[eval_name]
assert metric in best_scores[eval_name]
assert len(evals_result[eval_name][metric]) == fit_trees
@pytest.mark.parametrize('task', ['binary-classification', 'regression', 'ranking'])
def test_eval_set_with_custom_eval_metric(task, cluster):
with Client(cluster) as client:
n_samples = 1000
n_eval_samples = int(n_samples * 0.5)
chunk_size = 10
output = 'array'
X, y, w, g, dX, dy, dw, dg = _create_data(
objective=task,
n_samples=n_samples,
output=output,
chunk_size=chunk_size
)
_, _, _, _, dX_e, dy_e, _, dg_e = _create_data(
objective=task,
n_samples=n_eval_samples,
output=output,
chunk_size=chunk_size
)
if task == 'ranking':
eval_at = (5, 6)
eval_metrics = ['ndcg', _constant_metric]
eval_metric_names = [f'ndcg@{k}' for k in eval_at] + ['constant_metric']
elif task == 'binary-classification':
eval_metrics = ['binary_error', 'auc', _constant_metric]
eval_metric_names = ['binary_logloss', 'binary_error', 'auc', 'constant_metric']
else:
eval_metrics = ['l1', _constant_metric]
eval_metric_names = ['l2', 'l1', 'constant_metric']
fit_trees = 50
params = {
"random_state": 42,
"n_estimators": fit_trees,
"num_leaves": 2
}
model_factory = task_to_dask_factory[task]
dask_model = model_factory(
client=client,
**params
)
eval_set = [(dX_e, dy_e)]
fit_params = {
'X': dX,
'y': dy,
'eval_set': eval_set,
'eval_metric': eval_metrics
}
if task == 'ranking':
fit_params.update(
{'group': dg,
'eval_group': [dg_e],
'eval_at': eval_at}
)
dask_model = dask_model.fit(**fit_params)
eval_name = 'valid_0'
evals_result = dask_model.evals_result_
assert len(evals_result) == 1
assert eval_name in evals_result
for metric in eval_metric_names:
assert metric in evals_result[eval_name]
assert len(evals_result[eval_name][metric]) == fit_trees
np.testing.assert_allclose(evals_result[eval_name]['constant_metric'], 0.708)
@pytest.mark.parametrize('task', tasks)
def test_training_works_if_client_not_provided_or_set_after_construction(task, cluster):
with Client(cluster) as client:
_, _, _, _, dX, dy, _, dg = _create_data(
objective=task,
output='array',
group=None
)
model_factory = task_to_dask_factory[task]
params = {
"time_out": 5,
"n_estimators": 1,
"num_leaves": 2
}
# should be able to use the class without specifying a client
dask_model = model_factory(**params)
assert dask_model.client is None
with pytest.raises(lgb.compat.LGBMNotFittedError, match='Cannot access property client_ before calling fit'):
dask_model.client_