Source code for autogluon.tabular.models.lgb.lgb_model
import gc
import logging
import os
import random
import re
import time
import warnings
import numpy as np
import pandas as pd
from pandas import DataFrame, Series
from autogluon.core import Int, Space
from autogluon.core.constants import BINARY, MULTICLASS, REGRESSION, SOFTCLASS
from autogluon.core.features.types import R_OBJECT
from autogluon.core.models import AbstractModel
from autogluon.core.models._utils import get_early_stopping_rounds
from autogluon.core.utils import try_import_lightgbm
from autogluon.core.utils.savers import save_pkl
from . import lgb_utils
from .hyperparameters.lgb_trial import lgb_trial
from .hyperparameters.parameters import get_param_baseline
from .hyperparameters.searchspaces import get_default_searchspace
from .lgb_utils import construct_dataset
from ..utils import fixedvals_from_searchspaces
warnings.filterwarnings("ignore", category=UserWarning, message="Starting from version") # lightGBM brew libomp warning
logger = logging.getLogger(__name__)
# TODO: Save dataset to binary and reload for HPO. This will avoid the memory spike overhead when training each model and instead it will only occur once upon saving the dataset.
[docs]class LGBModel(AbstractModel):
"""
LightGBM model: https://lightgbm.readthedocs.io/en/latest/
Hyperparameter options: https://lightgbm.readthedocs.io/en/latest/Parameters.html
Extra hyperparameter options:
ag.early_stop : int, specifies the early stopping rounds. Defaults to an adaptive strategy. Recommended to keep default.
"""
def __init__(self, **kwargs):
super().__init__(**kwargs)
self._internal_feature_map = None
def _set_default_params(self):
default_params = get_param_baseline(problem_type=self.problem_type, num_classes=self.num_classes)
for param, val in default_params.items():
self._set_default_param_value(param, val)
def _get_default_searchspace(self):
return get_default_searchspace(problem_type=self.problem_type, num_classes=self.num_classes)
# Use specialized LightGBM metric if available (fast), otherwise use custom func generator
def _get_stopping_metric_internal(self):
stopping_metric = lgb_utils.convert_ag_metric_to_lgbm(ag_metric_name=self.stopping_metric.name, problem_type=self.problem_type)
if stopping_metric is None:
stopping_metric = lgb_utils.func_generator(metric=self.stopping_metric, is_higher_better=True, needs_pred_proba=not self.stopping_metric.needs_pred, problem_type=self.problem_type)
stopping_metric_name = self.stopping_metric.name
else:
stopping_metric_name = stopping_metric
return stopping_metric, stopping_metric_name
def _fit(self,
X=None,
y=None,
X_val=None,
y_val=None,
dataset_train=None,
dataset_val=None,
time_limit=None,
num_gpus=0,
sample_weight=None,
sample_weight_val=None,
verbosity=2,
**kwargs):
start_time = time.time()
ag_params = self._get_ag_params()
params = self._get_model_params()
params = fixedvals_from_searchspaces(params)
if verbosity <= 1:
verbose_eval = False
elif verbosity == 2:
verbose_eval = 1000
elif verbosity == 3:
verbose_eval = 50
else:
verbose_eval = 1
stopping_metric, stopping_metric_name = self._get_stopping_metric_internal()
dataset_train, dataset_val = self.generate_datasets(
X=X, y=y, params=params, X_val=X_val, y_val=y_val,
sample_weight=sample_weight, sample_weight_val=sample_weight_val,
dataset_train=dataset_train, dataset_val=dataset_val
)
gc.collect()
num_boost_round = params.pop('num_boost_round', 1000)
dart_retrain = params.pop('dart_retrain', False) # Whether to retrain the model to get optimal iteration if model is trained in 'dart' mode.
if num_gpus != 0:
if 'device' not in params:
# TODO: lightgbm must have a special install to support GPU: https://github.com/Microsoft/LightGBM/tree/master/python-package#build-gpu-version
# Before enabling GPU, we should add code to detect that GPU-enabled version is installed and that a valid GPU exists.
# GPU training heavily alters accuracy, often in a negative manner. We will have to be careful about when to use GPU.
params['device'] = 'gpu'
logger.log(20, f'\tTraining {self.name} with GPU, note that this may negatively impact model quality compared to CPU training.')
logger.log(15, f'Training Gradient Boosting Model for {num_boost_round} rounds...')
logger.log(15, "with the following hyperparameter settings:")
logger.log(15, params)
num_rows_train = len(dataset_train.data)
if 'min_data_in_leaf' in params:
if params['min_data_in_leaf'] > num_rows_train: # TODO: may not be necessary
params['min_data_in_leaf'] = max(1, int(num_rows_train / 5.0))
callbacks = []
valid_names = ['train_set']
valid_sets = [dataset_train]
if dataset_val is not None:
from .callbacks import early_stopping_custom
# TODO: Better solution: Track trend to early stop when score is far worse than best score, or score is trending worse over time
early_stopping_rounds = ag_params.get('ag.early_stop', 'adaptive')
if isinstance(early_stopping_rounds, (str, tuple, list)):
early_stopping_rounds = self._get_early_stopping_rounds(num_rows_train=num_rows_train, strategy=early_stopping_rounds)
if early_stopping_rounds is None:
early_stopping_rounds = 999999
reporter = kwargs.get('reporter', None)
train_loss_name = self._get_train_loss_name() if reporter is not None else None
if train_loss_name is not None:
if 'metric' not in params or params['metric'] == '':
params['metric'] = train_loss_name
elif train_loss_name not in params['metric']:
params['metric'] = f'{params["metric"]},{train_loss_name}'
callbacks += [
# Note: Don't use self.params_aux['max_memory_usage_ratio'] here as LightGBM handles memory per iteration optimally. # TODO: Consider using when ratio < 1.
early_stopping_custom(early_stopping_rounds, metrics_to_use=[('valid_set', stopping_metric_name)], max_diff=None, start_time=start_time, time_limit=time_limit,
ignore_dart_warning=True, verbose=False, manual_stop_file=False, reporter=reporter, train_loss_name=train_loss_name),
]
valid_names = ['valid_set'] + valid_names
valid_sets = [dataset_val] + valid_sets
seed_val = params.pop('seed_value', 0)
train_params = {
'params': params,
'train_set': dataset_train,
'num_boost_round': num_boost_round,
'valid_sets': valid_sets,
'valid_names': valid_names,
'callbacks': callbacks,
'verbose_eval': verbose_eval,
}
if not isinstance(stopping_metric, str):
train_params['feval'] = stopping_metric
else:
if 'metric' not in train_params['params'] or train_params['params']['metric'] == '':
train_params['params']['metric'] = stopping_metric
elif stopping_metric not in train_params['params']['metric']:
train_params['params']['metric'] = f'{train_params["params"]["metric"]},{stopping_metric}'
if self.problem_type == SOFTCLASS:
train_params['fobj'] = lgb_utils.softclass_lgbobj
if seed_val is not None:
train_params['params']['seed'] = seed_val
random.seed(seed_val)
np.random.seed(seed_val)
# Train LightGBM model:
try_import_lightgbm()
import lightgbm as lgb
from lightgbm.basic import LightGBMError
with warnings.catch_warnings():
# Filter harmless warnings introduced in lightgbm 3.0, future versions plan to remove: https://github.com/microsoft/LightGBM/issues/3379
warnings.filterwarnings('ignore', message='Overriding the parameters from Reference Dataset.')
warnings.filterwarnings('ignore', message='categorical_column in param dict is overridden.')
try:
self.model = lgb.train(**train_params)
except LightGBMError:
if train_params['params'].get('device', 'cpu') != 'gpu':
raise
else:
logger.warning('Warning: GPU mode might not be installed for LightGBM, GPU training raised an exception. Falling back to CPU training...'
'Refer to LightGBM GPU documentation: https://github.com/Microsoft/LightGBM/tree/master/python-package#build-gpu-version'
'One possible method is:'
'\tpip uninstall lightgbm -y'
'\tpip install lightgbm --install-option=--gpu'
)
train_params['params']['device'] = 'cpu'
self.model = lgb.train(**train_params)
retrain = False
if train_params['params'].get('boosting_type', '') == 'dart':
if dataset_val is not None and dart_retrain and (self.model.best_iteration != num_boost_round):
retrain = True
if time_limit is not None:
time_left = time_limit + start_time - time.time()
if time_left < 0.5 * time_limit:
retrain = False
if retrain:
logger.log(15, f"Retraining LGB model to optimal iterations ('dart' mode).")
train_params.pop('callbacks')
train_params['num_boost_round'] = self.model.best_iteration
self.model = lgb.train(**train_params)
else:
logger.log(15, f"Not enough time to retrain LGB model ('dart' mode)...")
if dataset_val is not None and not retrain:
self.params_trained['num_boost_round'] = self.model.best_iteration
else:
self.params_trained['num_boost_round'] = self.model.current_iteration()
def _predict_proba(self, X, **kwargs):
X = self.preprocess(X, **kwargs)
if self.problem_type == REGRESSION:
return self.model.predict(X)
y_pred_proba = self.model.predict(X)
if self.problem_type == BINARY:
if len(y_pred_proba.shape) == 1:
return y_pred_proba
elif y_pred_proba.shape[1] > 1:
return y_pred_proba[:, 1]
else:
return y_pred_proba
elif self.problem_type == MULTICLASS:
return y_pred_proba
elif self.problem_type == SOFTCLASS: # apply softmax
y_pred_proba = np.exp(y_pred_proba)
y_pred_proba = np.multiply(y_pred_proba, 1/np.sum(y_pred_proba, axis=1)[:, np.newaxis])
return y_pred_proba
else:
if len(y_pred_proba.shape) == 1:
return y_pred_proba
elif y_pred_proba.shape[1] > 2: # Should this ever happen?
return y_pred_proba
else: # Should this ever happen?
return y_pred_proba[:, 1]
def _preprocess_nonadaptive(self, X, is_train=False, **kwargs):
X = super()._preprocess_nonadaptive(X=X, **kwargs)
if is_train:
for column in X.columns:
if isinstance(column, str):
new_column = re.sub(r'[",:{}[\]]', '', column)
if new_column != column:
self._internal_feature_map = {feature: i for i, feature in enumerate(list(X.columns))}
break
if self._internal_feature_map:
new_columns = [self._internal_feature_map[column] for column in list(X.columns)]
X_new = X.copy(deep=False)
X_new.columns = new_columns
return X_new
else:
return X
def generate_datasets(self, X: DataFrame, y: Series, params, X_val=None, y_val=None, sample_weight=None, sample_weight_val=None, dataset_train=None, dataset_val=None, save=False):
lgb_dataset_params_keys = ['objective', 'two_round', 'num_threads', 'num_classes', 'verbose'] # Keys that are specific to lightGBM Dataset object construction.
data_params = {key: params[key] for key in lgb_dataset_params_keys if key in params}.copy()
if X is not None:
X = self.preprocess(X, is_train=True)
if X_val is not None:
X_val = self.preprocess(X_val)
# TODO: Try creating multiple Datasets for subsets of features, then combining with Dataset.add_features_from(), this might avoid memory spike
y_og = None
y_val_og = None
if self.problem_type == SOFTCLASS:
if (not dataset_train) and (X is not None) and (y is not None):
y_og = np.array(y)
y = pd.Series([0]*len(X)) # placeholder dummy labels to satisfy lgb.Dataset constructor
if (not dataset_val) and (X_val is not None) and (y_val is not None):
y_val_og = np.array(y_val)
y_val = pd.Series([0]*len(X_val)) # placeholder dummy labels to satisfy lgb.Dataset constructor
if not dataset_train:
# X, W_train = self.convert_to_weight(X=X)
dataset_train = construct_dataset(x=X, y=y, location=f'{self.path}datasets{os.path.sep}train', params=data_params, save=save, weight=sample_weight)
# dataset_train = construct_dataset_lowest_memory(X=X, y=y, location=self.path + 'datasets/train', params=data_params)
if (not dataset_val) and (X_val is not None) and (y_val is not None):
# X_val, W_val = self.convert_to_weight(X=X_val)
dataset_val = construct_dataset(x=X_val, y=y_val, location=f'{self.path}datasets{os.path.sep}val', reference=dataset_train, params=data_params, save=save, weight=sample_weight_val)
# dataset_val = construct_dataset_lowest_memory(X=X_val, y=y_val, location=self.path + 'datasets/val', reference=dataset_train, params=data_params)
if self.problem_type == SOFTCLASS:
if y_og is not None:
dataset_train.softlabels = y_og
if y_val_og is not None:
dataset_val.softlabels = y_val_og
return dataset_train, dataset_val
def debug_features_to_use(self, X_val_in):
feature_splits = self.model.feature_importance()
total_splits = feature_splits.sum()
feature_names = list(X_val_in.columns.values)
feature_count = len(feature_names)
feature_importances = pd.DataFrame(data=feature_names, columns=['feature'])
feature_importances['splits'] = feature_splits
feature_importances_unused = feature_importances[feature_importances['splits'] == 0]
feature_importances_used = feature_importances[feature_importances['splits'] >= (total_splits / feature_count)]
logger.debug(feature_importances_unused)
logger.debug(feature_importances_used)
logger.debug(f'feature_importances_unused: {len(feature_importances_unused)}')
logger.debug(f'feature_importances_used: {len(feature_importances_used)}')
features_to_use = list(feature_importances_used['feature'].values)
logger.debug(str(features_to_use))
return features_to_use
# FIXME: Requires major refactor + refactor lgb_trial.py
# model names are not aligned with what is communicated to trainer!
# FIXME: Likely tabular_nn_trial.py and abstract trial also need to be refactored heavily + hyperparameter functions
def _hyperparameter_tune(self, X, y, X_val, y_val, scheduler_options, **kwargs):
time_start = time.time()
logger.log(15, "Beginning hyperparameter tuning for Gradient Boosting Model...")
self._set_default_searchspace()
params_copy = self._get_params()
if isinstance(params_copy['min_data_in_leaf'], Int):
upper_minleaf = params_copy['min_data_in_leaf'].upper
if upper_minleaf > X.shape[0]: # TODO: this min_data_in_leaf adjustment based on sample size may not be necessary
upper_minleaf = max(1, int(X.shape[0] / 5.0))
lower_minleaf = params_copy['min_data_in_leaf'].lower
if lower_minleaf > upper_minleaf:
lower_minleaf = max(1, int(upper_minleaf / 3.0))
params_copy['min_data_in_leaf'] = Int(lower=lower_minleaf, upper=upper_minleaf)
directory = self.path # also create model directory if it doesn't exist
# TODO: This will break on S3! Use tabular/utils/savers for datasets, add new function
os.makedirs(directory, exist_ok=True)
scheduler_cls, scheduler_params = scheduler_options # Unpack tuple
if scheduler_cls is None or scheduler_params is None:
raise ValueError("scheduler_cls and scheduler_params cannot be None for hyperparameter tuning")
num_threads = scheduler_params['resource'].get('num_cpus', -1)
params_copy['num_threads'] = num_threads
# num_gpus = scheduler_options['resource']['num_gpus'] # TODO: unused
# Filter harmless warnings introduced in lightgbm 3.0, future versions plan to remove: https://github.com/microsoft/LightGBM/issues/3379
warnings.filterwarnings('ignore', message='Overriding the parameters from Reference Dataset.')
warnings.filterwarnings('ignore', message='categorical_column in param dict is overridden.')
dataset_train, dataset_val = self.generate_datasets(X=X, y=y, params=params_copy, X_val=X_val, y_val=y_val)
dataset_train_filename = "dataset_train.bin"
train_file = self.path + dataset_train_filename
if os.path.exists(train_file): # clean up old files first
os.remove(train_file)
dataset_train.save_binary(train_file)
dataset_val_filename = "dataset_val.bin" # names without directory info
val_file = self.path + dataset_val_filename
if os.path.exists(val_file): # clean up old files first
os.remove(val_file)
dataset_val.save_binary(val_file)
dataset_val_pkl_filename = 'dataset_val.pkl'
val_pkl_path = directory + dataset_val_pkl_filename
save_pkl.save(path=val_pkl_path, object=(X_val, y_val))
if not np.any([isinstance(params_copy[hyperparam], Space) for hyperparam in params_copy]):
logger.warning("Attempting to do hyperparameter optimization without any search space (all hyperparameters are already fixed values)")
else:
logger.log(15, "Hyperparameter search space for Gradient Boosting Model: ")
for hyperparam in params_copy:
if isinstance(params_copy[hyperparam], Space):
logger.log(15, f'{hyperparam}: {params_copy[hyperparam]}')
util_args = dict(
dataset_train_filename=dataset_train_filename,
dataset_val_filename=dataset_val_filename,
dataset_val_pkl_filename=dataset_val_pkl_filename,
directory=directory,
model=self,
time_start=time_start,
time_limit=scheduler_params['time_out'],
fit_kwargs=scheduler_params['resource'],
)
lgb_trial.register_args(util_args=util_args, **params_copy)
scheduler = scheduler_cls(lgb_trial, **scheduler_params)
if ('dist_ip_addrs' in scheduler_params) and (len(scheduler_params['dist_ip_addrs']) > 0):
# This is multi-machine setting, so need to copy dataset to workers:
logger.log(15, "Uploading data to remote workers...")
scheduler.upload_files([train_file, val_file, val_pkl_path]) # TODO: currently does not work.
directory = self.path # TODO: need to change to path to working directory used on every remote machine
lgb_trial.update(directory=directory)
logger.log(15, "uploaded")
scheduler.run()
scheduler.join_jobs()
return self._get_hpo_results(scheduler=scheduler, scheduler_params=scheduler_params, time_start=time_start)
def _get_train_loss_name(self):
if self.problem_type == BINARY:
train_loss_name = 'binary_logloss'
elif self.problem_type == MULTICLASS:
train_loss_name = 'multi_logloss'
elif self.problem_type == REGRESSION:
train_loss_name = 'l2'
else:
raise ValueError(f"unknown problem_type for LGBModel: {self.problem_type}")
return train_loss_name
def _get_early_stopping_rounds(self, num_rows_train, strategy='auto'):
return get_early_stopping_rounds(num_rows_train=num_rows_train, strategy=strategy)
def get_model_feature_importance(self, use_original_feature_names=False):
feature_names = self.model.feature_name()
importances = self.model.feature_importance()
importance_dict = {feature_name: importance for (feature_name, importance) in zip(feature_names, importances)}
if use_original_feature_names and (self._internal_feature_map is not None):
inverse_internal_feature_map = {i: feature for feature, i in self._internal_feature_map.items()}
importance_dict = {inverse_internal_feature_map[i]: importance for i, importance in importance_dict.items()}
return importance_dict
def _get_default_auxiliary_params(self) -> dict:
default_auxiliary_params = super()._get_default_auxiliary_params()
extra_auxiliary_params = dict(
ignored_type_group_raw=[R_OBJECT],
)
default_auxiliary_params.update(extra_auxiliary_params)
return default_auxiliary_params
def _ag_params(self) -> set:
return {'ag.early_stop'}