[ML] Add support for LGBMClassifier models

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Benjamin Trent 2020-08-12 10:45:28 -04:00 committed by GitHub
parent 701a8008ad
commit f58634dc6e
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4 changed files with 169 additions and 38 deletions

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@ -39,7 +39,7 @@ if TYPE_CHECKING:
except ImportError:
pass
try:
from lightgbm import LGBMRegressor # type: ignore # noqa: f401
from lightgbm import LGBMRegressor, LGBMClassifier # type: ignore # noqa: f401
except ImportError:
pass
@ -72,6 +72,12 @@ class ImportedMLModel(MLModel):
- "fair"
- "quantile"
- "mape"
- lightgbm.LGBMClassifier
- Categorical fields are expected to already be processed
- Only the following objectives are supported
- "binary"
- "multiclass"
- "multiclassova"
- xgboost.XGBClassifier
- only the following objectives are supported:
- "binary:logistic"
@ -144,6 +150,7 @@ class ImportedMLModel(MLModel):
"XGBClassifier",
"XGBRegressor",
"LGBMRegressor",
"LGBMClassifier",
],
feature_names: List[str],
classification_labels: Optional[List[str]] = None,

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@ -86,12 +86,20 @@ except ImportError:
try:
from .lightgbm import (
LGBMRegressor,
LGBMClassifier,
LGBMForestTransformer,
LGBMRegressorTransformer,
LGBMClassifierTransformer,
_MODEL_TRANSFORMERS as _LIGHTGBM_MODEL_TRANSFORMERS,
)
__all__ += ["LGBMRegressor", "LGBMForestTransformer", "LGBMRegressorTransformer"]
__all__ += [
"LGBMRegressor",
"LGBMClassifier",
"LGBMForestTransformer",
"LGBMRegressorTransformer",
"LGBMClassifierTransformer",
]
_MODEL_TRANSFORMERS.update(_LIGHTGBM_MODEL_TRANSFORMERS)
except ImportError:
pass

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@ -23,7 +23,7 @@ from .._optional import import_optional_dependency
import_optional_dependency("lightgbm", on_version="warn")
from lightgbm import Booster, LGBMRegressor # type: ignore
from lightgbm import Booster, LGBMRegressor, LGBMClassifier # type: ignore
def transform_decider(decider: str) -> str:
@ -69,10 +69,34 @@ class LGBMForestTransformer(ModelTransformer):
super().__init__(
model, feature_names, classification_labels, classification_weights
)
self._node_decision_type = "lte"
self._objective = model.params["objective"]
def build_tree(self, tree_json_obj: Dict[str, Any]) -> Tree:
def make_inner_node(
self,
tree_id: int,
node_id: int,
tree_node_json_obj: Dict[str, Any],
left_child: int,
right_child: int,
) -> TreeNode:
return TreeNode(
node_idx=node_id,
default_left=tree_node_json_obj["default_left"],
split_feature=int(tree_node_json_obj["split_feature"]),
threshold=float(tree_node_json_obj["threshold"]),
decision_type=transform_decider(tree_node_json_obj["decision_type"]),
left_child=left_child,
right_child=right_child,
)
def make_leaf_node(
self, tree_id: int, node_id: int, tree_node_json_obj: Dict[str, Any]
) -> TreeNode:
return TreeNode(
node_idx=node_id, leaf_value=[float(tree_node_json_obj["leaf_value"])],
)
def build_tree(self, tree_id: int, tree_json_obj: Dict[str, Any]) -> Tree:
tree_nodes = list()
next_id = Counter()
@ -80,25 +104,14 @@ class LGBMForestTransformer(ModelTransformer):
curr_id = counter.value()
if "leaf_value" in tree_node_json_obj:
tree_nodes.append(
TreeNode(
node_idx=curr_id,
leaf_value=[float(tree_node_json_obj["leaf_value"])],
)
self.make_leaf_node(tree_id, curr_id, tree_node_json_obj)
)
return curr_id
left_id = add_tree_node(tree_node_json_obj["left_child"], counter.inc())
right_id = add_tree_node(tree_node_json_obj["right_child"], counter.inc())
tree_nodes.append(
TreeNode(
node_idx=curr_id,
default_left=tree_node_json_obj["default_left"],
split_feature=tree_node_json_obj["split_feature"],
threshold=float(tree_node_json_obj["threshold"]),
decision_type=transform_decider(
tree_node_json_obj["decision_type"]
),
left_child=left_id,
right_child=right_id,
self.make_inner_node(
tree_id, curr_id, tree_node_json_obj, left_id, right_id
)
)
return curr_id
@ -120,7 +133,7 @@ class LGBMForestTransformer(ModelTransformer):
"""
self.check_model_booster()
json_dump = self._model.dump_model()
return [self.build_tree(t) for t in json_dump["tree_info"]]
return [self.build_tree(i, t) for i, t in enumerate(json_dump["tree_info"])]
def build_aggregator_output(self) -> Dict[str, Any]:
raise NotImplementedError("build_aggregator_output must be implemented")
@ -190,6 +203,57 @@ class LGBMRegressorTransformer(LGBMForestTransformer):
return MLModel.TYPE_REGRESSION
class LGBMClassifierTransformer(LGBMForestTransformer):
def __init__(
self,
model: LGBMClassifier,
feature_names: List[str],
classification_labels: List[str],
classification_weights: List[float],
):
super().__init__(
model.booster_, feature_names, classification_labels, classification_weights
)
self.n_estimators = int(model.n_estimators)
self.n_classes = int(model.n_classes_)
if not classification_labels:
self._classification_labels = [str(x) for x in model.classes_]
def make_leaf_node(
self, tree_id: int, node_id: int, tree_node_json_obj: Dict[str, Any]
) -> TreeNode:
if self._objective == "binary":
return super().make_leaf_node(tree_id, node_id, tree_node_json_obj)
leaf_val = [0.0] * self.n_classes
leaf_val[tree_id % self.n_classes] = float(tree_node_json_obj["leaf_value"])
return TreeNode(node_idx=node_id, leaf_value=leaf_val)
def check_model_booster(self) -> None:
if self._model.params["boosting_type"] not in {"gbdt", "rf", "dart", "goss"}:
raise ValueError(
f"boosting type must exist and be of type 'gbdt', 'rf', 'dart', or 'goss'"
f", was {self._model.params['boosting_type']!r}"
)
def determine_target_type(self) -> str:
return "classification"
def build_aggregator_output(self) -> Dict[str, Any]:
return {"logistic_regression": {}}
@property
def model_type(self) -> str:
return MLModel.TYPE_CLASSIFICATION
def is_objective_supported(self) -> bool:
return self._objective in {
"binary",
"multiclass",
"multiclassova",
}
_MODEL_TRANSFORMERS: Dict[type, Type[ModelTransformer]] = {
LGBMRegressor: LGBMRegressorTransformer
LGBMRegressor: LGBMRegressorTransformer,
LGBMClassifier: LGBMClassifierTransformer,
}

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@ -39,7 +39,7 @@ except ImportError:
HAS_XGBOOST = False
try:
from lightgbm import LGBMRegressor
from lightgbm import LGBMRegressor, LGBMClassifier
HAS_LIGHTGBM = True
except ImportError:
@ -62,6 +62,10 @@ requires_lightgbm = pytest.mark.skipif(
)
def random_rows(data, size):
return data[np.random.randint(data.shape[0], size=size), :].tolist()
def check_prediction_equality(es_model, py_model, test_data):
# Get some test results
test_results = py_model.predict(np.asarray(test_data))
@ -140,8 +144,9 @@ class TestImportedMLModel:
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, classifier, test_data)
check_prediction_equality(
es_model, classifier, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@ -167,8 +172,9 @@ class TestImportedMLModel:
es_compress_model_definition=compress_model_definition,
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, regressor, test_data)
check_prediction_equality(
es_model, regressor, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@ -194,8 +200,9 @@ class TestImportedMLModel:
es_compress_model_definition=compress_model_definition,
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, classifier, test_data)
check_prediction_equality(
es_model, classifier, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@ -221,8 +228,9 @@ class TestImportedMLModel:
es_compress_model_definition=compress_model_definition,
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, regressor, test_data)
check_prediction_equality(
es_model, regressor, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@ -257,8 +265,9 @@ class TestImportedMLModel:
es_compress_model_definition=compress_model_definition,
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, classifier, test_data)
check_prediction_equality(
es_model, classifier, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@ -290,8 +299,9 @@ class TestImportedMLModel:
ES_TEST_CLIENT, model_id, classifier, feature_names, overwrite=True
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, classifier, test_data)
check_prediction_equality(
es_model, classifier, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@ -326,8 +336,9 @@ class TestImportedMLModel:
es_compress_model_definition=compress_model_definition,
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, regressor, test_data)
check_prediction_equality(
es_model, regressor, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@ -393,8 +404,49 @@ class TestImportedMLModel:
es_compress_model_definition=compress_model_definition,
)
# Get some test results
test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
check_prediction_equality(es_model, regressor, test_data)
check_prediction_equality(
es_model, regressor, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()
@requires_lightgbm
@pytest.mark.parametrize("compress_model_definition", [True, False])
@pytest.mark.parametrize("objective", ["binary", "multiclass", "multiclassova"])
@pytest.mark.parametrize("booster", ["gbdt", "dart", "goss"])
def test_lgbm_classifier_objectives_and_booster(
self, compress_model_definition, objective, booster
):
# test both multiple and binary classification
if objective.startswith("multi"):
training_data = datasets.make_classification(
n_features=5, n_classes=3, n_informative=3
)
classifier = LGBMClassifier(boosting_type=booster, objective=objective)
else:
training_data = datasets.make_classification(n_features=5)
classifier = LGBMClassifier(boosting_type=booster, objective=objective)
# Train model
classifier.fit(training_data[0], training_data[1])
# Serialise the models to Elasticsearch
feature_names = ["Column_0", "Column_1", "Column_2", "Column_3", "Column_4"]
model_id = "test_lgbm_classifier"
es_model = ImportedMLModel(
ES_TEST_CLIENT,
model_id,
classifier,
feature_names,
overwrite=True,
es_compress_model_definition=compress_model_definition,
)
check_prediction_equality(
es_model, classifier, random_rows(training_data[0], 20)
)
# Clean up
es_model.delete_model()