<commit_before># coding: utf-8
"""Library with training routines of LightGBM."""
import collections
import copy
from operator import attrgetter
from pathlib import Path
from typing import Any, Callable, Dict, List, Optional, Tuple, Union

import numpy as np

from . import callback
from .basic import Booster, Dataset, LightGBMError, _ConfigAliases, _InnerPredictor, _log_warning
from .compat import SKLEARN_INSTALLED, _LGBMGroupKFold, _LGBMStratifiedKFold

_LGBM_CustomObjectiveFunction = Callable[
    [Union[List, np.ndarray], Dataset],
    Tuple[Union[List, np.ndarray], Union[List, np.ndarray]]
]
_LGBM_CustomMetricFunction = Callable[
    [Union[List, np.ndarray], Dataset],
    Tuple[str, float, bool]
]


def train(
    params: Dict[str, Any],
    train_set: Dataset,
    num_boost_round: int = 100,
    valid_sets: Optional[List[Dataset]] = None,
    valid_names: Optional[List[str]] = None,
    fobj: Optional[_LGBM_CustomObjectiveFunction] = None,
    feval: Optional[Union[_LGBM_CustomMetricFunction, List[_LGBM_CustomMetricFunction]]] = None,
    init_model: Optional[Union[str, Path, Booster]] = None,
    feature_name: Union[List[str], str] = 'auto',
    categorical_feature: Union[List[str], List[int], str] = 'auto',
    early_stopping_rounds: Optional[int] = None,
    evals_result: Optional[Dict[str, Any]] = None,
    verbose_eval: Union[bool, int, str] = 'warn',
    learning_rates: Optional[Union[List[float], Callable[[int], float]]] = None,
    keep_training_booster: bool = False,
    callbacks: Optional[List[Callable]] = None
) -> Booster:
    """Perform the training with given parameters.

    Parameters
    ----------
    params : dict
        Parameters for training.
    train_set : Dataset
        Data to be trained on.
    num_boost_round : int, optional (default=100)
        Number of boosting iterations.
    valid_sets : list of Dataset, or None, optional (default=None)
        List of data to be evaluated on during training.
    valid_names : list of str, or None, optional (default=None)
        Names of ``valid_sets``.
    fobj : callable or None, optional (default=None)
        Customized objective function.
        Should accept two parameters: preds, train_data,
        and return (grad, hess).

            preds : list or numpy 1-D array
                The predicted values.
                Predicted values are returned before any transformation,
                e.g. they are raw margin instead of probability of positive class for binary task.
            train_data : Dataset
                The training dataset.
            grad : list or numpy 1-D array
                The value of the first order derivative (gradient) of the loss
                with respect to the elements of preds for each sample point.
            hess : list or numpy 1-D array
                The value of the second order derivative (Hessian) of the loss
                with respect to the elements of preds for each sample point.

        For multi-class task, the preds is group by class_id first, then group by row_id.
        If you want to get i-th row preds in j-th class, the access way is score[j * num_data + i]
        and you should group grad and hess in this way as well.

    feval : callable, list of callable, or None, optional (default=None)
        Customized evaluation function.
        Each evaluation function should accept two parameters: preds, train_data,
        and return (eval_name, eval_result, is_higher_better) or list of such tuples.

            preds : list or numpy 1-D array
                The predicted values.
                If ``fobj`` is specified, predicted values are returned before any transformation,
                e.g. they are raw margin instead of probability of positive class for binary task in this case.
            train_data : Dataset
                The training dataset.
            eval_name : str
                The name of evaluation function (without whitespaces).
            eval_result : float
                The eval result.
            is_higher_better : bool
                Is eval result higher better, e.g. AUC is ``is_higher_better``.

        For multi-class task, the preds is group by class_id first, then group by row_id.
        If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
        To ignore the default metric corresponding to the used objective,
        set the ``metric`` parameter to the string ``"None"`` in ``params``.
    init_model : str, pathlib.Path, Booster or None, optional (default=None)
        Filename of LightGBM model or Booster instance used for continue training.
    feature_name : list of str, or 'auto', optional (default="auto")
        Feature names.
        If 'auto' and data is pandas DataFrame, data columns names are used.
    categorical_feature : list of str or int, or 'auto', optional (default="auto")
        Categorical features.
        If list of int, interpreted as indices.
        If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
        If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
        All values in categorical features should be less than int32 max value (2147483647).
        Large values could be memory consuming. Consider using consecutive integers starting from zero.
        All negative values in categorical features will be treated as missing values.
        The output cannot be monotonically constrained with respect to a categorical feature.
    early_stopping_rounds : int or None, optional (default=None)
        Activates early stopping. The model will train until the validation score stops improving.
        Validation score needs to improve at least every ``early_stopping_rounds`` round(s)
        to continue training.
        Requires at least one validation data and one metric.
        If there's more than one, will check all of them. But the training data is ignored anyway.
        To check only the first metric, set the ``first_metric_only`` parameter to ``True`` in ``params``.
        The index of iteration that has the best performance will be saved in the ``best_iteration`` field
        if early stopping logic is enabled by setting ``early_stopping_rounds``.
    evals_result : dict or None, optional (default=None)
        Dictionary used to store all evaluation results of all the items in ``valid_sets``.
        This should be initialized outside of your call to ``train()`` and should be empty.
        Any initial contents of the dictionary will be deleted.

        .. rubric:: Example

        With a ``valid_sets`` = [valid_set, train_set],
        ``valid_names`` = ['eval', 'train']
        and a ``params`` = {'metric': 'logloss'}
        returns {'train': {'logloss': ['0.48253', '0.35953', ...]},
        'eval': {'logloss': ['0.480385', '0.357756', ...]}}.

    verbose_eval : bool or int, optional (default=True)
        Requires at least one validation data.
        If True, the eval metric on the valid set is printed at each boosting stage.
        If int, the eval metric on the valid set is printed at every ``verbose_eval`` boosting stage.
        The last boosting stage or the boosting stage found by using ``early_stopping_rounds`` is also printed.

        .. rubric:: Example

        With ``verbose_eval`` = 4 and at least one item in ``valid_sets``,
        an evaluation metric is printed every 4 (instead of 1) boosting stages.

    learning_rates : list, callable or None, optional (default=None)
        List of learning rates for each boosting round
        or a callable that calculates ``learning_rate``
        in terms of current number of round (e.g. yields learning rate decay).
    keep_training_booster : bool, optional (default=False)
        Whether the returned Booster will be used to keep training.
        If False, the returned value will be converted into _InnerPredictor before returning.
        This means you won't be able to use ``eval``, ``eval_train`` or ``eval_valid`` methods of the returned Booster.
        When your model is very large and cause the memory error,
        you can try to set this param to ``True`` to avoid the model conversion performed during the internal call of ``model_to_string``.
        You can still use _InnerPredictor as ``init_model`` for future continue training.
    callbacks : list of callable, or None, optional (default=None)
        List of callback functions that are applied at each iteration.
        See Callbacks in Python API for more information.

    Returns
    -------
    booster : Booster
        The trained Booster model.
    """
    # create predictor first
    params = copy.deepcopy(params)
    if fobj is not None:
        for obj_alias in _ConfigAliases.get("objective"):
            params.pop(obj_alias, None)
        params['objective'] = 'none'
    for alias in _ConfigAliases.get("num_iterations"):
        if alias in params:
            num_boost_round = params.pop(alias)
            _log_warning(f"Found `{alias}` in params. Will use it instead of argument")
    params["num_iterations"] = num_boost_round
    # show deprecation warning only for early stop argument, setting early stop via global params should still be possible
    if early_stopping_rounds is not None and early_stopping_rounds > 0:
        _log_warning("'early_stopping_rounds' argument is deprecated and will be removed in a future release of LightGBM. "
                     "Pass 'early_stopping()' callback via 'callbacks' argument instead.")
    for alias in _ConfigAliases.get("early_stopping_round"):
        if alias in params:
            early_stopping_rounds = params.pop(alias)
    params["early_stopping_round"] = early_stopping_rounds
    first_metric_only = params.get('first_metric_only', False)

    if num_boost_round <= 0:
        raise ValueError("num_boost_round should be greater than zero.")
    if isinstance(init_model, (str, Path)):
        predictor = _InnerPredictor(model_file=init_model, pred_parameter=params)
    elif isinstance(init_model, Booster):
        predictor = init_model._to_predictor(dict(init_model.params, **params))
    else:
        predictor = None
    init_iteration = predictor.num_total_iteration if predictor is not None else 0
    # check dataset
    if not isinstance(train_set, Dataset):
        raise TypeError("Training only accepts Dataset object")

    train_set._update_params(params) \
             ._set_predictor(predictor) \
             .set_feature_name(feature_name) \
             .set_categorical_feature(categorical_feature)

    is_valid_contain_train = False
    train_data_name = "training"<commit_msg>fix mypy error in engine.py (#4675)<commit_after># coding: utf-8
"""Library with training routines of LightGBM."""
import collections
import copy
from operator import attrgetter
from pathlib import Path
from typing import Any, Callable, Dict, List, Optional, Tuple, Union

import numpy as np

from . import callback
from .basic import Booster, Dataset, LightGBMError, _ConfigAliases, _InnerPredictor, _log_warning
from .compat import SKLEARN_INSTALLED, _LGBMGroupKFold, _LGBMStratifiedKFold

_LGBM_CustomObjectiveFunction = Callable[
    [Union[List, np.ndarray], Dataset],
    Tuple[Union[List, np.ndarray], Union[List, np.ndarray]]
]
_LGBM_CustomMetricFunction = Callable[
    [Union[List, np.ndarray], Dataset],
    Tuple[str, float, bool]
]


def train(
    params: Dict[str, Any],
    train_set: Dataset,
    num_boost_round: int = 100,
    valid_sets: Optional[List[Dataset]] = None,
    valid_names: Optional[List[str]] = None,
    fobj: Optional[_LGBM_CustomObjectiveFunction] = None,
    feval: Optional[Union[_LGBM_CustomMetricFunction, List[_LGBM_CustomMetricFunction]]] = None,
    init_model: Optional[Union[str, Path, Booster]] = None,
    feature_name: Union[List[str], str] = 'auto',
    categorical_feature: Union[List[str], List[int], str] = 'auto',
    early_stopping_rounds: Optional[int] = None,
    evals_result: Optional[Dict[str, Any]] = None,
    verbose_eval: Union[bool, int, str] = 'warn',
    learning_rates: Optional[Union[List[float], Callable[[int], float]]] = None,
    keep_training_booster: bool = False,
    callbacks: Optional[List[Callable]] = None
) -> Booster:
    """Perform the training with given parameters.

    Parameters
    ----------
    params : dict
        Parameters for training.
    train_set : Dataset
        Data to be trained on.
    num_boost_round : int, optional (default=100)
        Number of boosting iterations.
    valid_sets : list of Dataset, or None, optional (default=None)
        List of data to be evaluated on during training.
    valid_names : list of str, or None, optional (default=None)
        Names of ``valid_sets``.
    fobj : callable or None, optional (default=None)
        Customized objective function.
        Should accept two parameters: preds, train_data,
        and return (grad, hess).

            preds : list or numpy 1-D array
                The predicted values.
                Predicted values are returned before any transformation,
                e.g. they are raw margin instead of probability of positive class for binary task.
            train_data : Dataset
                The training dataset.
            grad : list or numpy 1-D array
                The value of the first order derivative (gradient) of the loss
                with respect to the elements of preds for each sample point.
            hess : list or numpy 1-D array
                The value of the second order derivative (Hessian) of the loss
                with respect to the elements of preds for each sample point.

        For multi-class task, the preds is group by class_id first, then group by row_id.
        If you want to get i-th row preds in j-th class, the access way is score[j * num_data + i]
        and you should group grad and hess in this way as well.

    feval : callable, list of callable, or None, optional (default=None)
        Customized evaluation function.
        Each evaluation function should accept two parameters: preds, train_data,
        and return (eval_name, eval_result, is_higher_better) or list of such tuples.

            preds : list or numpy 1-D array
                The predicted values.
                If ``fobj`` is specified, predicted values are returned before any transformation,
                e.g. they are raw margin instead of probability of positive class for binary task in this case.
            train_data : Dataset
                The training dataset.
            eval_name : str
                The name of evaluation function (without whitespaces).
            eval_result : float
                The eval result.
            is_higher_better : bool
                Is eval result higher better, e.g. AUC is ``is_higher_better``.

        For multi-class task, the preds is group by class_id first, then group by row_id.
        If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
        To ignore the default metric corresponding to the used objective,
        set the ``metric`` parameter to the string ``"None"`` in ``params``.
    init_model : str, pathlib.Path, Booster or None, optional (default=None)
        Filename of LightGBM model or Booster instance used for continue training.
    feature_name : list of str, or 'auto', optional (default="auto")
        Feature names.
        If 'auto' and data is pandas DataFrame, data columns names are used.
    categorical_feature : list of str or int, or 'auto', optional (default="auto")
        Categorical features.
        If list of int, interpreted as indices.
        If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
        If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
        All values in categorical features should be less than int32 max value (2147483647).
        Large values could be memory consuming. Consider using consecutive integers starting from zero.
        All negative values in categorical features will be treated as missing values.
        The output cannot be monotonically constrained with respect to a categorical feature.
    early_stopping_rounds : int or None, optional (default=None)
        Activates early stopping. The model will train until the validation score stops improving.
        Validation score needs to improve at least every ``early_stopping_rounds`` round(s)
        to continue training.
        Requires at least one validation data and one metric.
        If there's more than one, will check all of them. But the training data is ignored anyway.
        To check only the first metric, set the ``first_metric_only`` parameter to ``True`` in ``params``.
        The index of iteration that has the best performance will be saved in the ``best_iteration`` field
        if early stopping logic is enabled by setting ``early_stopping_rounds``.
    evals_result : dict or None, optional (default=None)
        Dictionary used to store all evaluation results of all the items in ``valid_sets``.
        This should be initialized outside of your call to ``train()`` and should be empty.
        Any initial contents of the dictionary will be deleted.

        .. rubric:: Example

        With a ``valid_sets`` = [valid_set, train_set],
        ``valid_names`` = ['eval', 'train']
        and a ``params`` = {'metric': 'logloss'}
        returns {'train': {'logloss': ['0.48253', '0.35953', ...]},
        'eval': {'logloss': ['0.480385', '0.357756', ...]}}.

    verbose_eval : bool or int, optional (default=True)
        Requires at least one validation data.
        If True, the eval metric on the valid set is printed at each boosting stage.
        If int, the eval metric on the valid set is printed at every ``verbose_eval`` boosting stage.
        The last boosting stage or the boosting stage found by using ``early_stopping_rounds`` is also printed.

        .. rubric:: Example

        With ``verbose_eval`` = 4 and at least one item in ``valid_sets``,
        an evaluation metric is printed every 4 (instead of 1) boosting stages.

    learning_rates : list, callable or None, optional (default=None)
        List of learning rates for each boosting round
        or a callable that calculates ``learning_rate``
        in terms of current number of round (e.g. yields learning rate decay).
    keep_training_booster : bool, optional (default=False)
        Whether the returned Booster will be used to keep training.
        If False, the returned value will be converted into _InnerPredictor before returning.
        This means you won't be able to use ``eval``, ``eval_train`` or ``eval_valid`` methods of the returned Booster.
        When your model is very large and cause the memory error,
        you can try to set this param to ``True`` to avoid the model conversion performed during the internal call of ``model_to_string``.
        You can still use _InnerPredictor as ``init_model`` for future continue training.
    callbacks : list of callable, or None, optional (default=None)
        List of callback functions that are applied at each iteration.
        See Callbacks in Python API for more information.

    Returns
    -------
    booster : Booster
        The trained Booster model.
    """
    # create predictor first
    params = copy.deepcopy(params)
    if fobj is not None:
        for obj_alias in _ConfigAliases.get("objective"):
            params.pop(obj_alias, None)
        params['objective'] = 'none'
    for alias in _ConfigAliases.get("num_iterations"):
        if alias in params:
            num_boost_round = params.pop(alias)
            _log_warning(f"Found `{alias}` in params. Will use it instead of argument")
    params["num_iterations"] = num_boost_round
    # show deprecation warning only for early stop argument, setting early stop via global params should still be possible
    if early_stopping_rounds is not None and early_stopping_rounds > 0:
        _log_warning("'early_stopping_rounds' argument is deprecated and will be removed in a future release of LightGBM. "
                     "Pass 'early_stopping()' callback via 'callbacks' argument instead.")
    for alias in _ConfigAliases.get("early_stopping_round"):
        if alias in params:
            early_stopping_rounds = params.pop(alias)
    params["early_stopping_round"] = early_stopping_rounds
    first_metric_only = params.get('first_metric_only', False)

    if num_boost_round <= 0:
        raise ValueError("num_boost_round should be greater than zero.")
    predictor: Optional[_InnerPredictor] = None
    if isinstance(init_model, (str, Path)):
        predictor = _InnerPredictor(model_file=init_model, pred_parameter=params)
    elif isinstance(init_model, Booster):
        predictor = init_model._to_predictor(dict(init_model.params, **params))
    init_iteration = predictor.num_total_iteration if predictor is not None else 0
    # check dataset
    if not isinstance(train_set, Dataset):
        raise TypeError("Training only accepts Dataset object")

    train_set._update_params(params) \
             ._set_predictor(predictor) \
             .set_feature_name(feature_name) \
             .set_categorical_feature(categorical_feature)

    is_valid_contain_train = False
    train_data_name = "training"
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