[python-package] Allow to pass Arrow table for prediction (#6168)

include/LightGBM/c_api.h

@@ -1417,6 +1417,40 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForMats(BoosterHandle handle,
                                                  int64_t* out_len,
                                                  double* out_result);
 
+/*!
+ * \brief Make prediction for a new dataset.
+ * \note
+ * You should pre-allocate memory for ``out_result``:
+ *   - for normal and raw score, its length is equal to ``num_class * num_data``;
+ *   - for leaf index, its length is equal to ``num_class * num_data * num_iteration``;
+ *   - for feature contributions, its length is equal to ``num_class * num_data * (num_feature + 1)``.
+ * \param handle Handle of booster
+ * \param n_chunks The number of Arrow arrays passed to this function
+ * \param chunks Pointer to the list of Arrow arrays
+ * \param schema Pointer to the schema of all Arrow arrays
+ * \param predict_type What should be predicted
+ *   - ``C_API_PREDICT_NORMAL``: normal prediction, with transform (if needed);
+ *   - ``C_API_PREDICT_RAW_SCORE``: raw score;
+ *   - ``C_API_PREDICT_LEAF_INDEX``: leaf index;
+ *   - ``C_API_PREDICT_CONTRIB``: feature contributions (SHAP values)
+ * \param start_iteration Start index of the iteration to predict
+ * \param num_iteration Number of iteration for prediction, <= 0 means no limit
+ * \param parameter Other parameters for prediction, e.g. early stopping for prediction
+ * \param[out] out_len Length of output result
+ * \param[out] out_result Pointer to array with predictions
+ * \return 0 when succeed, -1 when failure happens
+ */
+LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForArrow(BoosterHandle handle,
+                                                  int64_t n_chunks,
+                                                  const ArrowArray* chunks,
+                                                  const ArrowSchema* schema,
+                                                  int predict_type,
+                                                  int start_iteration,
+                                                  int num_iteration,
+                                                  const char* parameter,
+                                                  int64_t* out_len,
+                                                  double* out_result);
+
 /*!
  * \brief Save model into file.
  * \param handle Handle of booster

python-package/lightgbm/basic.py

@@ -115,7 +115,8 @@
     np.ndarray,
     pd_DataFrame,
     dt_DataTable,
-    scipy.sparse.spmatrix
+    scipy.sparse.spmatrix,
+    pa_Table,
 ]
 _LGBM_WeightType = Union[
     List[float],
@@ -1069,7 +1070,7 @@ def predict(
 
         Parameters
         ----------
-        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
+        data : str, pathlib.Path, numpy array, pandas DataFrame, pyarrow Table, H2O DataTable's Frame or scipy.sparse
             Data source for prediction.
             If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
         start_iteration : int, optional (default=0)
@@ -1161,6 +1162,13 @@ def predict(
                 num_iteration=num_iteration,
                 predict_type=predict_type
             )
+        elif _is_pyarrow_table(data):
+            preds, nrow = self.__pred_for_pyarrow_table(
+                table=data,
+                start_iteration=start_iteration,
+                num_iteration=num_iteration,
+                predict_type=predict_type
+            )
         elif isinstance(data, list):
             try:
                 data = np.array(data)
@@ -1614,6 +1622,48 @@ def __pred_for_csc(
         if n_preds != out_num_preds.value:
             raise ValueError("Wrong length for predict results")
         return preds, nrow
+
+    def __pred_for_pyarrow_table(
+        self,
+        table: pa_Table,
+        start_iteration: int,
+        num_iteration: int,
+        predict_type: int
+    ) -> Tuple[np.ndarray, int]:
+        """Predict for a PyArrow table."""
+        if not PYARROW_INSTALLED:
+            raise LightGBMError("Cannot predict from Arrow without `pyarrow` installed.")
+
+        # Check that the input is valid: we only handle numbers (for now)
+        if not all(arrow_is_integer(t) or arrow_is_floating(t) for t in table.schema.types):
+            raise ValueError("Arrow table may only have integer or floating point datatypes")
+
+        # Prepare prediction output array
+        n_preds = self.__get_num_preds(
+            start_iteration=start_iteration,
+            num_iteration=num_iteration,
+            nrow=table.num_rows,
+            predict_type=predict_type
+        )
+        preds = np.empty(n_preds, dtype=np.float64)
+        out_num_preds = ctypes.c_int64(0)
+
+        # Export Arrow table to C and run prediction
+        c_array = _export_arrow_to_c(table)
+        _safe_call(_LIB.LGBM_BoosterPredictForArrow(
+            self._handle,
+            ctypes.c_int64(c_array.n_chunks),
+            ctypes.c_void_p(c_array.chunks_ptr),
+            ctypes.c_void_p(c_array.schema_ptr),
+            ctypes.c_int(predict_type),
+            ctypes.c_int(start_iteration),
+            ctypes.c_int(num_iteration),
+            _c_str(self.pred_parameter),
+            ctypes.byref(out_num_preds),
+            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
+        if n_preds != out_num_preds.value:
+            raise ValueError("Wrong length for predict results")
+        return preds, table.num_rows
 
     def current_iteration(self) -> int:
         """Get the index of the current iteration.
@@ -4350,7 +4400,7 @@ def predict(
 
         Parameters
         ----------
-        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
+        data : str, pathlib.Path, numpy array, pandas DataFrame, pyarrow Table, H2O DataTable's Frame or scipy.sparse
             Data source for prediction.
             If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
         start_iteration : int, optional (default=0)

src/c_api.cpp

@@ -2568,6 +2568,57 @@ int LGBM_BoosterPredictForMats(BoosterHandle handle,
   API_END();
 }
 
+int LGBM_BoosterPredictForArrow(BoosterHandle handle,
+                                int64_t n_chunks,
+                                const ArrowArray* chunks,
+                                const ArrowSchema* schema,
+                                int predict_type,
+                                int start_iteration,
+                                int num_iteration,
+                                const char* parameter,
+                                int64_t* out_len,
+                                double* out_result) {
+  API_BEGIN();
+
+  // Apply the configuration
+  auto param = Config::Str2Map(parameter);
+  Config config;
+  config.Set(param);
+  OMP_SET_NUM_THREADS(config.num_threads);
+
+  // Set up chunked array and iterators for all columns
+  ArrowTable table(n_chunks, chunks, schema);
+  std::vector<ArrowChunkedArray::Iterator<double>> its;
+  its.reserve(table.get_num_columns());
+  for (int64_t j = 0; j < table.get_num_columns(); ++j) {
+    its.emplace_back(table.get_column(j).begin<double>());
+  }
+
+  // Build row function
+  auto num_columns = table.get_num_columns();
+  auto row_fn = [num_columns, &its] (int row_idx) {
+    std::vector<std::pair<int, double>> result;
+    result.reserve(num_columns);
+    for (int64_t j = 0; j < num_columns; ++j) {
+      result.emplace_back(static_cast<int>(j), its[j][row_idx]);
+    }
+    return result;
+  };
+
+  // Run prediction
+  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
+  ref_booster->Predict(start_iteration,
+                       num_iteration,
+                       predict_type,
+                       static_cast<int>(table.get_num_rows()),
+                       static_cast<int>(table.get_num_columns()),
+                       row_fn,
+                       config,
+                       out_result,
+                       out_len);
+  API_END();
+}
+
 int LGBM_BoosterSaveModel(BoosterHandle handle,
                           int start_iteration,
                           int num_iteration,

tests/python_package_test/test_arrow.py

@@ -1,6 +1,6 @@
 # coding: utf-8
 import filecmp
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 import numpy as np
 import pyarrow as pa
@@ -63,19 +63,40 @@ def generate_dummy_arrow_table() -> pa.Table:
     return pa.Table.from_arrays([col1, col2], names=["a", "b"])
 
 
-def generate_random_arrow_table(num_columns: int, num_datapoints: int, seed: int) -> pa.Table:
-    columns = [generate_random_arrow_array(num_datapoints, seed + i) for i in range(num_columns)]
+def generate_random_arrow_table(
+    num_columns: int,
+    num_datapoints: int,
+    seed: int,
+    generate_nulls: bool = True,
+    values: Optional[np.ndarray] = None,
+) -> pa.Table:
+    columns = [
+        generate_random_arrow_array(
+            num_datapoints, seed + i, generate_nulls=generate_nulls, values=values
+        )
+        for i in range(num_columns)
+    ]
     names = [f"col_{i}" for i in range(num_columns)]
     return pa.Table.from_arrays(columns, names=names)
 
 
-def generate_random_arrow_array(num_datapoints: int, seed: int) -> pa.ChunkedArray:
+def generate_random_arrow_array(
+    num_datapoints: int,
+    seed: int,
+    generate_nulls: bool = True,
+    values: Optional[np.ndarray] = None,
+) -> pa.ChunkedArray:
     generator = np.random.default_rng(seed)
-    data = generator.standard_normal(num_datapoints)
+    data = (
+        generator.standard_normal(num_datapoints)
+        if values is None
+        else generator.choice(values, size=num_datapoints, replace=True)
+    )
 
     # Set random nulls
-    indices = generator.choice(len(data), size=num_datapoints // 10)
-    data[indices] = None
+    if generate_nulls:
+        indices = generator.choice(len(data), size=num_datapoints // 10)
+        data[indices] = None
 
     # Split data into <=2 random chunks
     split_points = np.sort(generator.choice(np.arange(1, num_datapoints), 2, replace=False))
@@ -131,8 +152,8 @@ def test_dataset_construct_fuzzy(tmp_path, arrow_table_fn, dataset_params):
 
 def test_dataset_construct_fields_fuzzy():
     arrow_table = generate_random_arrow_table(3, 1000, 42)
-    arrow_labels = generate_random_arrow_array(1000, 42)
-    arrow_weights = generate_random_arrow_array(1000, 42)
+    arrow_labels = generate_random_arrow_array(1000, 42, generate_nulls=False)
+    arrow_weights = generate_random_arrow_array(1000, 42, generate_nulls=False)
     arrow_groups = pa.chunked_array([[300, 400, 50], [250]], type=pa.int32())
 
     arrow_dataset = lgb.Dataset(
@@ -264,9 +285,9 @@ def test_dataset_construct_init_scores_table():
     data = generate_dummy_arrow_table()
     init_scores = pa.Table.from_arrays(
         [
-            generate_random_arrow_array(5, seed=1),
-            generate_random_arrow_array(5, seed=2),
-            generate_random_arrow_array(5, seed=3),
+            generate_random_arrow_array(5, seed=1, generate_nulls=False),
+            generate_random_arrow_array(5, seed=2, generate_nulls=False),
+            generate_random_arrow_array(5, seed=3, generate_nulls=False),
         ],
         names=["a", "b", "c"],
     )
@@ -276,3 +297,91 @@ def test_dataset_construct_init_scores_table():
     actual = dataset.get_init_score()
     expected = init_scores.to_pandas().to_numpy().astype(np.float64)
     np_assert_array_equal(expected, actual, strict=True)
+
+
+# ------------------------------------------ PREDICTION ----------------------------------------- #
+
+
+def assert_equal_predict_arrow_pandas(booster: lgb.Booster, data: pa.Table):
+    p_arrow = booster.predict(data)
+    p_pandas = booster.predict(data.to_pandas())
+    np_assert_array_equal(p_arrow, p_pandas, strict=True)
+
+    p_raw_arrow = booster.predict(data, raw_score=True)
+    p_raw_pandas = booster.predict(data.to_pandas(), raw_score=True)
+    np_assert_array_equal(p_raw_arrow, p_raw_pandas, strict=True)
+
+    p_leaf_arrow = booster.predict(data, pred_leaf=True)
+    p_leaf_pandas = booster.predict(data.to_pandas(), pred_leaf=True)
+    np_assert_array_equal(p_leaf_arrow, p_leaf_pandas, strict=True)
+
+    p_pred_contrib_arrow = booster.predict(data, pred_contrib=True)
+    p_pred_contrib_pandas = booster.predict(data.to_pandas(), pred_contrib=True)
+    np_assert_array_equal(p_pred_contrib_arrow, p_pred_contrib_pandas, strict=True)
+
+    p_first_iter_arrow = booster.predict(data, start_iteration=0, num_iteration=1, raw_score=True)
+    p_first_iter_pandas = booster.predict(
+        data.to_pandas(), start_iteration=0, num_iteration=1, raw_score=True
+    )
+    np_assert_array_equal(p_first_iter_arrow, p_first_iter_pandas, strict=True)
+
+
+def test_predict_regression():
+    data = generate_random_arrow_table(10, 10000, 42)
+    dataset = lgb.Dataset(
+        data,
+        label=generate_random_arrow_array(10000, 43, generate_nulls=False),
+        params=dummy_dataset_params(),
+    )
+    booster = lgb.train(
+        {"objective": "regression", "num_leaves": 7},
+        dataset,
+        num_boost_round=5,
+    )
+    assert_equal_predict_arrow_pandas(booster, data)
+
+
+def test_predict_binary_classification():
+    data = generate_random_arrow_table(10, 10000, 42)
+    dataset = lgb.Dataset(
+        data,
+        label=generate_random_arrow_array(10000, 43, generate_nulls=False, values=np.arange(2)),
+        params=dummy_dataset_params(),
+    )
+    booster = lgb.train(
+        {"objective": "binary", "num_leaves": 7},
+        dataset,
+        num_boost_round=5,
+    )
+    assert_equal_predict_arrow_pandas(booster, data)
+
+
+def test_predict_multiclass_classification():
+    data = generate_random_arrow_table(10, 10000, 42)
+    dataset = lgb.Dataset(
+        data,
+        label=generate_random_arrow_array(10000, 43, generate_nulls=False, values=np.arange(5)),
+        params=dummy_dataset_params(),
+    )
+    booster = lgb.train(
+        {"objective": "multiclass", "num_leaves": 7, "num_class": 5},
+        dataset,
+        num_boost_round=5,
+    )
+    assert_equal_predict_arrow_pandas(booster, data)
+
+
+def test_predict_ranking():
+    data = generate_random_arrow_table(10, 10000, 42)
+    dataset = lgb.Dataset(
+        data,
+        label=generate_random_arrow_array(10000, 43, generate_nulls=False, values=np.arange(4)),
+        group=np.array([1000, 2000, 3000, 4000]),
+        params=dummy_dataset_params(),
+    )
+    booster = lgb.train(
+        {"objective": "lambdarank", "num_leaves": 7},
+        dataset,
+        num_boost_round=5,
+    )
+    assert_equal_predict_arrow_pandas(booster, data)