# Copyright 2019 IBM Corporation
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import lightgbm.sklearn
import lale.helpers
import lale.operators
[docs]class LGBMRegressorImpl():
def __init__(self, boosting_type='gbdt', num_leaves=31, max_depth=-1,
learning_rate=0.1, n_estimators=100, subsample_for_bin=200000,
objective=None, class_weight=None, min_split_gain=0.0,
min_child_weight=0.001, min_child_samples=20, subsample=1.0,
subsample_freq=0, colsample_bytree=1.0, reg_alpha=0.0, reg_lambda=0.0,
random_state=None, n_jobs=-1, silent=True, importance_type='split'):
self._hyperparams = {
'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,
'silent': silent,
'importance_type': importance_type
}
[docs] def fit(self, X, y=None, **fit_params):
self._sklearn_model = lightgbm.sklearn.LGBMRegressor(**self._hyperparams)
if fit_params is None:
self._sklearn_model.fit(X, y)
else:
self._sklearn_model.fit(X, y, **fit_params)
return self
[docs] def predict(self, X):
return self._sklearn_model.predict(X)
[docs] def predict_proba(self, X):
return self._sklearn_model.predict_proba(X)
_hyperparams_schema = {
'$schema': 'http://json-schema.org/draft-04/schema#',
'description': 'LightGBM classifier. (https://lightgbm.readthedocs.io/en/latest/Python-API.html#scikit-learn-api)',
'allOf': [{
'type': 'object',
'relevantToOptimizer': ['boosting_type', 'max_depth', 'learning_rate', 'n_estimators',
'min_child_samples', 'subsample'],
'additionalProperties': False,
'properties': {
'boosting_type': {
'enum': ['gbdt', 'dart', 'goss', 'rf'],
'default': 'gbdt',
'description': '‘gbdt’, traditional Gradient Boosting Decision Tree. ‘dart’, Dropouts meet Multiple Additive Regression Trees. ‘goss’, Gradient-based One-Side Sampling. ‘rf’, Random Forest.'},
'num_leaves': {
'type': 'integer',
'default': 31,
'description': 'Maximum tree leaves for base learners'},
'max_depth': {
'anyOf': [{
'type': 'integer',
'minimumForOptimizer': 3,
'maximumForOptimizer': 5}],
'default': -1,
'description': 'Maximum tree depth for base learners, <=0 means no limit'},
'learning_rate': {
'type': 'number',
'minimumForOptimizer': 0.01,
'maximumForOptimizer': 1.0,
'distribution': 'loguniform',
'default': 0.1,
'description': 'Boosting learning rate.'},
'n_estimators': {
'type': 'integer',
'minimumForOptimizer': 50,
'maximumForOptimizer': 1000,
'distribution': 'uniform',
'default': 100,
'description': 'Number of boosted trees to fit.'},
'subsample_for_bin': {
'type': 'integer',
'default': 200000,
'description': 'Number of samples for constructing bins.'},
'objective': {
'anyOf': [{
'type': 'object'}, {
'enum': ['regression', None]}],
'default': None,
'description': 'Specify the learning task and the corresponding learning objective or a custom objective function to be used'},
'class_weight': {#Should not apply to regression, but documentation includes it.
'anyOf': [{
'type': 'object'}, {
'enum': ['balanced', None]}],
'default': None,
'description': 'Weights associated with classes'},
'min_split_gain': {
'type': 'number',
'default': 0.0,
'description': 'Minimum loss reduction required to make a further partition on a leaf node of the tree.'},
'min_child_weight': {
'type': 'number',
'default': 1e-3,
'description': 'Minimum sum of instance weight (hessian) needed in a child (leaf).'},
'min_child_samples': {
'type': 'integer',
'minimumForOptimizer': 1,
'maximumForOptimizer': 30,
'distribution': 'uniform',
'default': 20,
'description': 'Minimum number of data needed in a child (leaf).'},
'subsample': {
'type': 'number',
'minimumForOptimizer': 0.01,
'maximumForOptimizer': 1.0,
'distribution': 'uniform',
'default': 1.0,
'description': 'Subsample ratio of the training instance.'},
'subsample_freq': {
'type': 'integer',
'default': 0,
'description': 'Frequence of subsample, <=0 means no enable.'},
'colsample_bytree': {
'type': 'number',
'default': 1.0,
'description': 'Subsample ratio of columns when constructing each tree.'},
'reg_alpha': {
'type': 'number',
'minimumForOptimizer': 0.0,
'maximumForOptimizer': 1.0,
'default': 0.0,
'description': 'L1 regularization term on weights.'},
'reg_lambda': {
'type': 'number',
'minimumForOptimizer': 0.0,
'maximumForOptimizer': 1.0,
'default': 0.0,
'description': 'L2 regularization term on weights.'},
'random_state': {
'anyOf': [{
'type': 'integer'},{
'enum': [None]}],
'default': None,
'description': 'Random number seed. If None, default seeds in C++ code will be used.'},
'n_jobs': {
'type': 'integer',
'default': -1,
'description': 'Number of parallel threads.'},
'silent': {
'type': 'boolean',
'default': True,
'description': 'Whether to print messages while running boosting.'},
'importance_type': {
'enum': ['split', 'gain'],
'default': 'split',
'description': 'The type of feature importance to be filled into feature_importances_.'},
}}]
}
_input_fit_schema = {
'$schema': 'http://json-schema.org/draft-04/schema#',
'description': 'Build a lightgbm model from the training set (X, y).',
'type': 'object',
'properties': {
'X': {
'type': 'array',
'items': {
'type': 'array',
'items': {
'type': 'number'},
},
'description': 'The input samples. Internally, it will be converted to'},
'y': {
'type': 'array',
'items': {'type': 'number'},
'description': 'Target values real numbers'},
'sample_weight': {
'anyOf': [{
'type': 'array',
'items': {
'type': 'number'},
}, {
'enum': [None]}],
'default': None,
'description': 'Weights of training data.'},
'init_score': {
'anyOf': [{
'type': 'array',
'items': {
'type': 'number'},
}, {
'enum': [None]}],
'default': None,
'description': 'Init score of training data.'},
'group': {
'default': None,
'description': 'Group data of training data.'},
'eval_set': {
'default': None,
'description': 'A list of (X, y) tuple pairs to use as validation sets.'},
'eval_names': {
'default': None,
'description': 'Names of eval_set.'},
'eval_sample_weight': {
'default': None,
'description': 'Weights of eval data.'},
'eval_class_weight': {
'anyOf': [{
'type': 'array',
'items': {'type':'number'}}, {
'enum': [None]}],
'default': None,
'description': 'Class weights of eval data.'},
'eval_init_score': {
'default': None,
'description': 'Init score of eval data.'},
'eval_group': {
'default': None,
'description': 'Group data of eval data.'},
'eval_metric': {
'anyOf': [{
'type': 'array',
'items': {'type':'string'}}, {
'enum': ['l2', None]},{
'type': 'object'}],
'default': None,
'description': 'string, list of strings, callable or None, optional (default=None).'},
'early_stopping_rounds': {
'anyOf': [{
'type': 'integer'}, {
'enum': [None]}],
'default': None,
'description': 'Activates early stopping. The model will train until the validation score stops improving.'},
'verbose': {
'anyOf': [{
'type': 'boolean'}, {
'type': 'integer'}],
'default': True,
'description': 'Requires at least one evaluation data.'},
'feature_name': {
'anyOf': [{
'type': 'array',
'items': {'type':'string'}}, {
'enum': ['auto']}],
'default': 'auto',
'description': 'Feature names. If ‘auto’ and data is pandas DataFrame, data columns names are used.'},
'categorical_feature': {
'anyOf': [{
'type': 'array',
'items': {'anyOf': [{'type':'string'}, {'type':'integer'}]}}, {
'enum': ['auto']}],
'default': 'auto',
'description': 'Categorical features. If list of int, interpreted as indices. If list of strings, interpreted as feature names.'},
'callbacks': {
'anyOf': [{
'type': 'array',
'items': {'type':'object'}}, {
'enum': [None]}],
'default': None,
'description': 'List of callback functions that are applied at each iteration. '}
}
}
_input_predict_schema = {
'$schema': 'http://json-schema.org/draft-04/schema#',
'description': 'Return the predicted value for each sample.',
'type': 'object',
'properties': {
'X': {
'type': 'array',
'items': {
'type': 'array',
'items': {
'type': 'number'},
},
'description': ' Input features matrix.'},
'raw_score': {
'type': 'boolean',
'default': False,
'description': 'Whether to predict raw scores.'},
'num_iteration': {
'anyOf': [{
'type': 'integer'}, {
'enum': [None]}],
'default': None,
'description': 'Limit number of iterations in the prediction.'},
'pred_leaf': {
'type': 'boolean',
'default': False,
'description': 'Whether to predict leaf index.'},
'pred_contrib': {
'type': 'boolean',
'default': False,
'description': 'Whether to predict feature contributions.'},
},
}
_output_predict_schema = {
'$schema': 'http://json-schema.org/draft-04/schema#',
'description': 'Return the predicted value for each sample.',
'type': 'array',
'items': {'type': 'number'},
}
_input_predict_proba_schema = {
'$schema': 'http://json-schema.org/draft-04/schema#',
'description': 'Return the predicted probability for each class for each sample.',
'type': 'object',
'properties': {
'X': {
'type': 'array',
'items': {
'type': 'array',
'items': {
'type': 'number'},
},
'description': ' Input features matrix.'},
'raw_score': {
'type': 'boolean',
'default': False,
'description': 'Whether to predict raw scores.'},
'num_iteration': {
'anyOf': [{
'type': 'integer'}, {
'enum': [None]}],
'default': None,
'description': 'Limit number of iterations in the prediction.'},
'pred_leaf': {
'type': 'boolean',
'default': False,
'description': 'Whether to predict leaf index.'},
'pred_contrib': {
'type': 'boolean',
'default': False,
'description': 'Whether to predict feature contributions.'},
},
}
_output_predict_proba_schema = {
'$schema': 'http://json-schema.org/draft-04/schema#',
'description': 'Return the predicted probability for each class for each sample.',
'type': 'array',
'items': {
'type': 'array',
'items': {
'type': 'number'},
}
}
_combined_schemas = {
'$schema': 'http://json-schema.org/draft-04/schema#',
'description': 'Combined schema for expected data and hyperparameters.',
'type': 'object',
'tags': {
'pre': [],
'op': ['estimator'],
'post': []},
'properties': {
'hyperparams': _hyperparams_schema,
'input_fit': _input_fit_schema,
'input_predict': _input_predict_schema,
'output': _output_predict_schema,
'input_predict_proba': _input_predict_proba_schema,
'output_predict_proba': _output_predict_proba_schema},
}
if (__name__ == '__main__'):
lale.helpers.validate_is_schema(_combined_schemas)
LGBMRegressor = lale.operators.make_operator(LGBMRegressorImpl, _combined_schemas)