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[dask] Include support for raw_score in predict (fixes #3793) #4024

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merged 10 commits into from
Mar 27, 2021

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jmoralez
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This attempts to solve #3793 by testing the predict method for DaskLGBMRegressor and DaskLGBMClassifier with raw_score=True. The tests for DaskLGBMClassifier are performed with binary and multi-class classification since predict_proba=True and raw_score=True for binary classification return a 1d array/pandas Series as opposed to the multi-class variants (which return the same number of columns as classes).

I found that using drop_axis=1 for dask.array.map_blocks works everytime and avoids having many if statements testing the conditions described above but I'm happy to discuss the best way to do this. I also replaced the decision to return a pd.Series or pd.DataFrame by checking the shape of the input array, which I think should be discussed as well.

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Thanks for taking this on! Please see my first round of comments

python-package/lightgbm/dask.py Show resolved Hide resolved
@@ -1255,3 +1255,59 @@ def test_sklearn_integration(estimator, check, client):
def test_parameters_default_constructible(estimator):
name, Estimator = estimator.__class__.__name__, estimator.__class__
sklearn_checks.check_parameters_default_constructible(name, Estimator)


@pytest.mark.parametrize('task', ['binary_classification', 'multi-class_classification', 'regression'])
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can you please adding ranking tests as well?

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actually this change also makes me realize that the other tests using @pytest.mark.parametrize('task', tasks) are not currently testing multi-class classification.

Are you interested in submitting a separate PR to add multi-class-classification to tasks?

tasks = ['classification', 'regression', 'ranking']

Doing that would improve our test coverage AND reduce the risk of mistakes like this where a task if forgotten.

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Sure. Should this modify the _create_data function to add an objective of multi-class-classification?

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yes please! based on this discussion: #4024 (comment)

when you do that, I think it would make sense to remove the centers argument from that function, and just use the objective to set centers=2 or centers=3. We don't have any tests right now that use more than 3 classes or that really care about the exact numeric values of the cluster centers coming out of make_blobs().

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Hi James. I'm having trouble with the tests for ranking. The check for the expected mean is because if you have 25 samples in one leaf with value 0 and 75 samples in another leaf with value 1 you expect your mean to be (25 * 0 + 75 * 1) / (25 + 75), right? Which I guess would be roughly equal to checking that there are 25 predictions with the value 0 and 75 with the value 1. But for ranking I'm seeing that these don't match:
image

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Or I could compare directly the count column vs the unique counts of the predictions. It's not very clear to me why we don't use that here, why are we using the weights?

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you know what now that I think about it...it would be enough to compare the unique values of the leaf nodes to the unique values of the preds. If those are the same, you know you got the raw scores

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So the tests would check set(raw_predictions) == set(trees_df['value'])?

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yes

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done. please let me know what you think

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@jameslamb jameslamb self-requested a review March 18, 2021 21:08
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Looks great to me, thanks very much! I'm going to wait to merge this until after LightGBM 3.2.0 is released (#3872 ), assuming that happens in the next day or two.

@jameslamb jameslamb changed the title [dask] Include support for raw_score in predict [dask] Include support for raw_score in predict (fixes #3793) Mar 18, 2021
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Sounds good. What would be a good next contribution? I'd like to work on the dataset but I'm happy to contribute something else if you consider it more important

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Sounds good. What would be a good next contribution? I'd like to work on the dataset but I'm happy to contribute something else if you consider it more important

thanks very much! Could you try adding tests for voting_parallel learning? As part of #3834. I added some notes on how to get started at #3834 (comment).

I don't want to start on DaskLGBMDataset yet (#3944) since I think that will take a while and will probably conflict with @ffineis 's work on adding eval sets (#3952 (comment)).

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Wow I hadn't seen the voting parallel learning, it looks awesome. Will definitely work on that and hope that it doesn't suffer from what I've seen in #4026.

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@jmoralez Could you please sync with latest master branch?

@StrikerRUS StrikerRUS merged commit fe1b80a into microsoft:master Mar 27, 2021
@jmoralez jmoralez deleted the raw_score branch March 27, 2021 16:10
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This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.

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3 participants