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Remove param 'evals_result' 'early_stopping_rounds' in lightgbm version > 3.3.1 #5206

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merged 5 commits into from Dec 31, 2021
Merged

Remove param 'evals_result' 'early_stopping_rounds' in lightgbm version > 3.3.1 #5206

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74d08cc
fix tests
liangz1 Dec 28, 2021
345bc10
remove early_stopping_rounds
liangz1 Dec 29, 2021
25e3c53
fix test
liangz1 Dec 29, 2021
9c77296
change early_stopping check
liangz1 Dec 29, 2021
1051c5f
fix sagemaker tests
liangz1 Dec 31, 2021
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16 changes: 9 additions & 7 deletions mlflow/lightgbm.py
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Expand Up @@ -25,6 +25,7 @@
import logging
import functools
from copy import deepcopy
from packaging.version import Version

import mlflow
from mlflow import pyfunc
Expand Down Expand Up @@ -323,7 +324,8 @@ def autolog(

- parameters specified in `lightgbm.train`_.
- metrics on each iteration (if ``valid_sets`` specified).
- metrics at the best iteration (if ``early_stopping_rounds`` specified).
- metrics at the best iteration (if ``early_stopping_rounds`` specified or ``early_stopping``
callback is set).
- feature importance (both "split" and "gain") as JSON files and plots.
- trained model, including:
- an example of valid input.
Expand Down Expand Up @@ -447,10 +449,13 @@ def log_feature_importance_plot(features, importance, importance_type):
"fobj",
"feval",
"init_model",
"evals_result",
"learning_rates",
"callbacks",
]
if Version(lightgbm.__version__) <= Version("3.3.1"):
# The parameter `evals_result` in `lightgbm.train` is removed in this PR:
# https://github.com/microsoft/LightGBM/pull/4882
unlogged_params.append("evals_result")

params_to_log_for_fn = get_mlflow_run_params_for_fn_args(
original, args, kwargs, unlogged_params
Expand Down Expand Up @@ -482,12 +487,9 @@ def log_feature_importance_plot(features, importance, importance_type):
# training model
model = original(*args, **kwargs)

# If early_stopping_rounds is present, logging metrics at the best iteration
# If early stopping is activated, logging metrics at the best iteration
# as extra metrics with the max step + 1.
early_stopping_index = all_arg_names.index("early_stopping_rounds")
early_stopping = (
num_pos_args >= early_stopping_index + 1 or "early_stopping_rounds" in kwargs
)
early_stopping = model.best_iteration > 0
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model.best_iteration > 0 can be used to determine whether early stopping is activated.

model.best_iteration is initiated as 0 and is assigned with a positive int when EarlyStoppingException is raised (this means early stopping is activated, including using the early_stopping_rounds param, lightgbm.early_stopping callback function, or even a user-defined early_stopping callback that raises EarlyStoppingException).
model.best_iteration is returned as 0 when early stopping is not activated.

Reference: https://github.com/microsoft/LightGBM/blob/ce486e5b45a6f5e67743e14765ed139ff8d532e5/python-package/lightgbm/engine.py#L226-L263

if early_stopping:
extra_step = len(eval_results)
autologging_client.log_metrics(
Expand Down
175 changes: 123 additions & 52 deletions tests/lightgbm/test_lightgbm_autolog.py
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Expand Up @@ -102,10 +102,13 @@ def test_lgb_autolog_logs_default_params(bst_params, train_set):
"fobj",
"feval",
"init_model",
"evals_result",
"learning_rates",
"callbacks",
]
if Version(lgb.__version__) <= Version("3.3.1"):
# The parameter `evals_result` in `lightgbm.train` is removed in this PR:
# https://github.com/microsoft/LightGBM/pull/4882
unlogged_params.append("evals_result")

for param in unlogged_params:
assert param not in params
Expand All @@ -116,12 +119,14 @@ def test_lgb_autolog_logs_specified_params(bst_params, train_set):
mlflow.lightgbm.autolog()
expected_params = {
"num_boost_round": 10,
"early_stopping_rounds": 5,
}
if Version(lgb.__version__) <= Version("3.3.1"):
# The parameter `verbose_eval` in `lightgbm.train` is removed in this PR:
# https://github.com/microsoft/LightGBM/pull/4878
# The parameter `early_stopping_rounds` in `lightgbm.train` is removed in this PR:
# https://github.com/microsoft/LightGBM/pull/4908
expected_params["verbose_eval"] = False
expected_params["early_stopping_rounds"] = 5
lgb.train(bst_params, train_set, valid_sets=[train_set], **expected_params)
run = get_latest_run()
params = run.data.params
Expand All @@ -140,10 +145,13 @@ def test_lgb_autolog_logs_specified_params(bst_params, train_set):
"fobj",
"feval",
"init_model",
"evals_result",
"learning_rates",
"callbacks",
]
if Version(lgb.__version__) <= Version("3.3.1"):
# The parameter `evals_result` in `lightgbm.train` is removed in this PR:
# https://github.com/microsoft/LightGBM/pull/4882
unlogged_params.append("evals_result")

for param in unlogged_params:
assert param not in params
Expand All @@ -153,14 +161,24 @@ def test_lgb_autolog_logs_specified_params(bst_params, train_set):
def test_lgb_autolog_logs_metrics_with_validation_data(bst_params, train_set):
mlflow.lightgbm.autolog()
evals_result = {}
lgb.train(
bst_params,
train_set,
num_boost_round=10,
valid_sets=[train_set],
valid_names=["train"],
evals_result=evals_result,
)
if Version(lgb.__version__) <= Version("3.3.1"):
lgb.train(
bst_params,
train_set,
num_boost_round=10,
valid_sets=[train_set],
valid_names=["train"],
evals_result=evals_result,
)
else:
lgb.train(
bst_params,
train_set,
num_boost_round=10,
valid_sets=[train_set],
valid_names=["train"],
callbacks=[lgb.record_evaluation(evals_result)],
)
run = get_latest_run()
data = run.data
client = mlflow.tracking.MlflowClient()
Expand All @@ -179,14 +197,24 @@ def test_lgb_autolog_logs_metrics_with_multi_validation_data(bst_params, train_s
# To avoid that, create a new Dataset object.
valid_sets = [train_set, lgb.Dataset(train_set.data)]
valid_names = ["train", "valid"]
lgb.train(
bst_params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
if Version(lgb.__version__) <= Version("3.3.1"):
lgb.train(
bst_params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
else:
lgb.train(
bst_params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
callbacks=[lgb.record_evaluation(evals_result)],
)
run = get_latest_run()
data = run.data
client = mlflow.tracking.MlflowClient()
Expand All @@ -206,14 +234,24 @@ def test_lgb_autolog_logs_metrics_with_multi_metrics(bst_params, train_set):
params.update(bst_params)
valid_sets = [train_set]
valid_names = ["train"]
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
if Version(lgb.__version__) <= Version("3.3.1"):
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
else:
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
callbacks=[lgb.record_evaluation(evals_result)],
)
run = get_latest_run()
data = run.data
client = mlflow.tracking.MlflowClient()
Expand All @@ -233,14 +271,24 @@ def test_lgb_autolog_logs_metrics_with_multi_validation_data_and_metrics(bst_par
params.update(bst_params)
valid_sets = [train_set, lgb.Dataset(train_set.data)]
valid_names = ["train", "valid"]
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
if Version(lgb.__version__) <= Version("3.3.1"):
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
else:
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
callbacks=[lgb.record_evaluation(evals_result)],
)
run = get_latest_run()
data = run.data
client = mlflow.tracking.MlflowClient()
Expand Down Expand Up @@ -279,14 +327,24 @@ def record_metrics_side_effect(self, metrics, step=None):
params.update(bst_params)
valid_sets = [train_set, lgb.Dataset(train_set.data)]
valid_names = ["train", "valid"]
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
if Version(lgb.__version__) <= Version("3.3.1"):
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
else:
lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
callbacks=[lgb.record_evaluation(evals_result)],
)

run = get_latest_run()
original_metrics = run.data.metrics
Expand All @@ -307,15 +365,28 @@ def test_lgb_autolog_logs_metrics_with_early_stopping(bst_params, train_set):
params.update(bst_params)
valid_sets = [train_set, lgb.Dataset(train_set.data)]
valid_names = ["train", "valid"]
model = lgb.train(
params,
train_set,
num_boost_round=10,
early_stopping_rounds=5,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
if Version(lgb.__version__) <= Version("3.3.1"):
model = lgb.train(
params,
train_set,
num_boost_round=10,
early_stopping_rounds=5,
valid_sets=valid_sets,
valid_names=valid_names,
evals_result=evals_result,
)
else:
model = lgb.train(
params,
train_set,
num_boost_round=10,
valid_sets=valid_sets,
valid_names=valid_names,
callbacks=[
lgb.record_evaluation(evals_result),
lgb.early_stopping(5),
],
)
run = get_latest_run()
data = run.data
client = mlflow.tracking.MlflowClient()
Expand Down