Source code for lightgbm.callback

# coding: utf-8
# pylint: disable = invalid-name, W0105, C0301
from __future__ import absolute_import

import collections
from operator import gt, lt

from .compat import range_


class EarlyStopException(Exception):
    """Exception of early stopping.
    Parameters
    ----------
    best_iteration : int
        The best iteration stopped.
    """
    def __init__(self, best_iteration, best_score):
        super(EarlyStopException, self).__init__()
        self.best_iteration = best_iteration
        self.best_score = best_score


# Callback environment used by callbacks
CallbackEnv = collections.namedtuple(
    "LightGBMCallbackEnv",
    ["model",
     "params",
     "iteration",
     "begin_iteration",
     "end_iteration",
     "evaluation_result_list"])


def _format_eval_result(value, show_stdv=True):
    """format metric string"""
    if len(value) == 4:
        return '%s\'s %s: %g' % (value[0], value[1], value[2])
    elif len(value) == 5:
        if show_stdv:
            return '%s\'s %s: %g + %g' % (value[0], value[1], value[2], value[4])
        else:
            return '%s\'s %s: %g' % (value[0], value[1], value[2])
    else:
        raise ValueError("Wrong metric value")





[docs]def record_evaluation(eval_result): """Create a call back that records the evaluation history into eval_result. Parameters ---------- eval_result : dict A dictionary to store the evaluation results. Returns ------- callback : function The requested callback function. """ if not isinstance(eval_result, dict): raise TypeError('Eval_result should be a dictionary') eval_result.clear() def init(env): """internal function""" for data_name, _, _, _ in env.evaluation_result_list: eval_result.setdefault(data_name, collections.defaultdict(list)) def callback(env): """internal function""" if not eval_result: init(env) for data_name, eval_name, result, _ in env.evaluation_result_list: eval_result[data_name][eval_name].append(result) callback.order = 20 return callback
[docs]def reset_parameter(**kwargs): """Reset parameter after first iteration NOTE: the initial parameter will still take in-effect on first iteration. Parameters ---------- **kwargs: value should be list or function List of parameters for each boosting round or a customized function that calculates learning_rate in terms of current number of round (e.g. yields learning rate decay) - list l: parameter = l[current_round] - function f: parameter = f(current_round) Returns ------- callback : function The requested callback function. """ def callback(env): """internal function""" new_parameters = {} for key, value in kwargs.items(): if key in ['num_class', 'boosting_type', 'metric']: raise RuntimeError("cannot reset {} during training".format(repr(key))) if isinstance(value, list): if len(value) != env.end_iteration - env.begin_iteration: raise ValueError("Length of list {} has to equal to 'num_boost_round'.".format(repr(key))) new_param = value[env.iteration - env.begin_iteration] else: new_param = value(env.iteration - env.begin_iteration) if new_param != env.params.get(key, None): new_parameters[key] = new_param if new_parameters: env.model.reset_parameter(new_parameters) env.params.update(new_parameters) callback.before_iteration = True callback.order = 10 return callback
[docs]def early_stopping(stopping_rounds, verbose=True): """Create a callback that activates early stopping. Activates early stopping. Requires at least one validation data and one metric If there's more than one, will check all of them Parameters ---------- stopping_rounds : int The stopping rounds before the trend occur. verbose : optional, bool Whether to print message about early stopping information. Returns ------- callback : function The requested callback function. """ best_score = [] best_iter = [] best_score_list = [] cmp_op = [] def init(env): """internal function""" if not env.evaluation_result_list: raise ValueError('For early stopping, at least one dataset and eval metric is required for evaluation') if verbose: msg = "Train until valid scores didn't improve in {} rounds." print(msg.format(stopping_rounds)) for eval_ret in env.evaluation_result_list: best_iter.append(0) best_score_list.append(None) if eval_ret[3]: best_score.append(float('-inf')) cmp_op.append(gt) else: best_score.append(float('inf')) cmp_op.append(lt) def callback(env): """internal function""" if not cmp_op: init(env) for i in range_(len(env.evaluation_result_list)): score = env.evaluation_result_list[i][2] if cmp_op[i](score, best_score[i]): best_score[i] = score best_iter[i] = env.iteration best_score_list[i] = env.evaluation_result_list elif env.iteration - best_iter[i] >= stopping_rounds: if verbose: print('Early stopping, best iteration is:\n[%d]\t%s' % ( best_iter[i] + 1, '\t'.join([_format_eval_result(x) for x in best_score_list[i]]))) raise EarlyStopException(best_iter[i], best_score_list[i]) callback.order = 30 return callback