[python] add start_iteration to python predict interface (#3058)

microsoft · Aug 4, 2020 · 5b7c0ed · 5b7c0ed
1 parent 1d59a04
commit 5b7c0ed
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Showing 14 changed files with 178 additions and 91 deletions.
diff --git a/R-package/src/lightgbm_R.cpp b/R-package/src/lightgbm_R.cpp
@@ -548,7 +548,7 @@ LGBM_SE LGBM_BoosterPredictForFile_R(LGBM_SE handle,
  R_API_BEGIN();
  int pred_type = GetPredictType(is_rawscore, is_leafidx, is_predcontrib);
  CHECK_CALL(LGBM_BoosterPredictForFile(R_GET_PTR(handle), R_CHAR_PTR(data_filename),
- R_AS_INT(data_has_header), pred_type, R_AS_INT(num_iteration), R_CHAR_PTR(parameter),
+ R_AS_INT(data_has_header), pred_type, 0, R_AS_INT(num_iteration), R_CHAR_PTR(parameter),
  R_CHAR_PTR(result_filename)));
  R_API_END();
 }
@@ -565,7 +565,7 @@ LGBM_SE LGBM_BoosterCalcNumPredict_R(LGBM_SE handle,
  int pred_type = GetPredictType(is_rawscore, is_leafidx, is_predcontrib);
  int64_t len = 0;
  CHECK_CALL(LGBM_BoosterCalcNumPredict(R_GET_PTR(handle), R_AS_INT(num_row),
- pred_type, R_AS_INT(num_iteration), &len));
+ pred_type, 0, R_AS_INT(num_iteration), &len));
  R_INT_PTR(out_len)[0] = static_cast<int>(len);
  R_API_END();
 }
@@ -599,7 +599,7 @@ LGBM_SE LGBM_BoosterPredictForCSC_R(LGBM_SE handle,
  CHECK_CALL(LGBM_BoosterPredictForCSC(R_GET_PTR(handle),
  p_indptr, C_API_DTYPE_INT32, p_indices,
  p_data, C_API_DTYPE_FLOAT64, nindptr, ndata,
- nrow, pred_type, R_AS_INT(num_iteration), R_CHAR_PTR(parameter), &out_len, ptr_ret));
+ nrow, pred_type, 0, R_AS_INT(num_iteration), R_CHAR_PTR(parameter), &out_len, ptr_ret));
  R_API_END();
 }
 
@@ -625,7 +625,7 @@ LGBM_SE LGBM_BoosterPredictForMat_R(LGBM_SE handle,
  int64_t out_len;
  CHECK_CALL(LGBM_BoosterPredictForMat(R_GET_PTR(handle),
  p_mat, C_API_DTYPE_FLOAT64, nrow, ncol, COL_MAJOR,
- pred_type, R_AS_INT(num_iteration), R_CHAR_PTR(parameter), &out_len, ptr_ret));
+ pred_type, 0, R_AS_INT(num_iteration), R_CHAR_PTR(parameter), &out_len, ptr_ret));
 
  R_API_END();
 }

diff --git a/include/LightGBM/boosting.h b/include/LightGBM/boosting.h
@@ -123,7 +123,7 @@ class LIGHTGBM_EXPORT Boosting {
  */
  virtual void GetPredictAt(int data_idx, double* result, int64_t* out_len) = 0;
 
- virtual int NumPredictOneRow(int num_iteration, bool is_pred_leaf, bool is_pred_contrib) const = 0;
+ virtual int NumPredictOneRow(int start_iteration, int num_iteration, bool is_pred_leaf, bool is_pred_contrib) const = 0;
 
  /*!
  * \brief Prediction for one record, not sigmoid transform
@@ -284,10 +284,11 @@ class LIGHTGBM_EXPORT Boosting {
 
  /*!
  * \brief Initial work for the prediction
+ * \param start_iteration Start index of the iteration to predict
  * \param num_iteration number of used iteration
  * \param is_pred_contrib
  */
- virtual void InitPredict(int num_iteration, bool is_pred_contrib) = 0;
+ virtual void InitPredict(int start_iteration, int num_iteration, bool is_pred_contrib) = 0;
 
  /*!
  * \brief Name of submodel

diff --git a/include/LightGBM/c_api.h b/include/LightGBM/c_api.h
@@ -675,6 +675,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterGetPredict(BoosterHandle handle,
  * - ``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 iterations for prediction, <= 0 means no limit
  * \param parameter Other parameters for prediction, e.g. early stopping for prediction
  * \param result_filename Filename of result file in which predictions will be written
@@ -684,6 +685,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForFile(BoosterHandle handle,
  const char* data_filename,
  int data_has_header,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  const char* result_filename);
@@ -697,13 +699,15 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForFile(BoosterHandle handle,
  * - ``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 iterations for prediction, <= 0 means no limit
  * \param[out] out_len Length of prediction
  * \return 0 when succeed, -1 when failure happens
  */
 LIGHTGBM_C_EXPORT int LGBM_BoosterCalcNumPredict(BoosterHandle handle,
  int num_row,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  int64_t* out_len);
 
@@ -736,6 +740,7 @@ LIGHTGBM_C_EXPORT int LGBM_FastConfigFree(FastConfigHandle fastConfig);
  * - ``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 iterations 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
@@ -752,6 +757,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForCSR(BoosterHandle handle,
  int64_t nelem,
  int64_t num_col,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  int64_t* out_len,
@@ -775,6 +781,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForCSR(BoosterHandle handle,
  * \param num_col_or_row Number of columns for CSR or number of rows for CSC
  * \param predict_type What should be predicted, only feature contributions supported currently
  * - ``C_API_PREDICT_CONTRIB``: feature contributions (SHAP values)
+ * \param start_iteration Start index of the iteration to predict
  * \param num_iteration Number of iterations for prediction, <= 0 means no limit
  * \param parameter Other parameters for prediction, e.g. early stopping for prediction
  * \param matrix_type Type of matrix input and output, can be ``C_API_MATRIX_TYPE_CSR`` or ``C_API_MATRIX_TYPE_CSC``
@@ -794,6 +801,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictSparseOutput(BoosterHandle handle,
  int64_t nelem,
  int64_t num_col_or_row,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  int matrix_type,
@@ -835,6 +843,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterFreePredictSparse(void* indptr, int32_t* indic
  * - ``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 iterations 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
@@ -851,6 +860,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForCSRSingleRow(BoosterHandle handle,
  int64_t nelem,
  int64_t num_col,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  int64_t* out_len,
@@ -944,6 +954,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForCSRSingleRowFast(FastConfigHandle fa
  * - ``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
@@ -960,6 +971,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForCSC(BoosterHandle handle,
  int64_t nelem,
  int64_t num_row,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  int64_t* out_len,
@@ -983,6 +995,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForCSC(BoosterHandle handle,
  * - ``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
@@ -996,6 +1009,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForMat(BoosterHandle handle,
  int32_t ncol,
  int is_row_major,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  int64_t* out_len,
@@ -1019,6 +1033,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForMat(BoosterHandle handle,
  * - ``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
@@ -1031,6 +1046,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForMatSingleRow(BoosterHandle handle,
  int ncol,
  int is_row_major,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  int64_t* out_len,
@@ -1104,6 +1120,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForMatSingleRowFast(FastConfigHandle fa
  * - ``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
@@ -1116,6 +1133,7 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForMats(BoosterHandle handle,
  int32_t nrow,
  int32_t ncol,
  int predict_type,
+ int start_iteration,
  int num_iteration,
  const char* parameter,
  int64_t* out_len,

diff --git a/include/LightGBM/config.h b/include/LightGBM/config.h
@@ -684,6 +684,12 @@ struct Config {
 
  #pragma region Predict Parameters
 
+ // [no-save]
+ // desc = used only in ``prediction`` task
+ // desc = used to specify from which iteration to start the prediction
+ // desc = ``<= 0`` means from the first iteration
+ int start_iteration_predict = 0;
+
  // [no-save]
  // desc = used only in ``prediction`` task
  // desc = used to specify how many trained iterations will be used in prediction