Bug fix for first_metric_only on earlystopping

.ci/dockers/ubuntu-14.04/Dockerfile

@@ -41,26 +41,6 @@ RUN curl -sL https://cmake.org/files/v3.14/cmake-3.14.1-Linux-x86_64.sh -o cmake
  && ./cmake.sh --prefix=/usr/local --exclude-subdir \
  && rm cmake.sh
 
-# Install Java
-RUN add-apt-repository ppa:openjdk-r/ppa -y \
- && apt-get update \
- && apt-get install -y --no-install-recommends \
-    openjdk-8-jdk \
- && rm -rf /var/lib/apt/lists/*
-
-ENV JAVA_HOME=/usr/lib/jvm/java-8-openjdk-amd64/
-
-# Install SWIG
-RUN curl -sL https://downloads.sourceforge.net/project/swig/swig/swig-3.0.12/swig-3.0.12.tar.gz -o swig.tar.gz \
- && tar -xzf swig.tar.gz \
- && cd swig-3.0.12 \
- && ./configure --prefix=/usr/local --without-pcre \
- && make \
- && make install \
- && cd .. \
- && rm swig.tar.gz \
- && rm -rf swig-3.0.12
-
 # Install Miniconda
 RUN curl -sL https://repo.continuum.io/miniconda/Miniconda3-latest-Linux-x86_64.sh -o miniconda.sh \
  && chmod +x miniconda.sh \

.ci/test.sh

@@ -18,19 +18,6 @@ else
     CMAKE_OPTS=()
 fi
 
-if [[ $AZURE == "true" ]] && [[ $OS_NAME == "linux" ]] && [[ $TASK == "swig" ]]; then
-    mkdir $BUILD_DIRECTORY/build && cd $BUILD_DIRECTORY/build
-    cmake -DUSE_SWIG=ON "${CMAKE_OPTS[@]}" ..
-    make -j4 || exit -1
-    if [[ $COMPILER == "gcc" ]]; then
-        objdump -T $BUILD_DIRECTORY/lib_lightgbm.so > $BUILD_DIRECTORY/objdump.log || exit -1
-        objdump -T $BUILD_DIRECTORY/lib_lightgbm_swig.so >> $BUILD_DIRECTORY/objdump.log || exit -1
-        python $BUILD_DIRECTORY/helpers/check_dynamic_dependencies.py $BUILD_DIRECTORY/objdump.log || exit -1
-    fi
-    cp $BUILD_DIRECTORY/build/lightgbmlib.jar $BUILD_ARTIFACTSTAGINGDIRECTORY/lightgbmlib.jar
-    exit 0
-fi
-
 conda create -q -y -n $CONDA_ENV python=$PYTHON_VERSION
 source activate $CONDA_ENV
 

.ci/test_windows.ps1

@@ -10,7 +10,7 @@ $env:PATH += ";$env:CONDA_PREFIX\Library\bin\graphviz"  # temp graphviz hotfix
 
 if ($env:TASK -eq "regular") {
   mkdir $env:BUILD_SOURCESDIRECTORY/build; cd $env:BUILD_SOURCESDIRECTORY/build
-  cmake -A x64 .. ; cmake --build . --target ALL_BUILD --config Release ; Check-Output $?
+  cmake -DCMAKE_GENERATOR_PLATFORM=x64 .. ; cmake --build . --target ALL_BUILD --config Release ; Check-Output $?
   cd $env:BUILD_SOURCESDIRECTORY/python-package
   python setup.py install --precompile ; Check-Output $?
   cp $env:BUILD_SOURCESDIRECTORY/Release/lib_lightgbm.dll $env:BUILD_ARTIFACTSTAGINGDIRECTORY

.vsts-ci.yml

@@ -15,7 +15,7 @@ jobs:
     vmImage: 'ubuntu-16.04'
   container: ubuntu1404
   strategy:
-    maxParallel: 7
+    maxParallel: 6
     matrix:
       regular:
         TASK: regular
@@ -25,8 +25,6 @@ jobs:
       bdist:
         TASK: bdist
         PYTHON_VERSION: 3.6
-      swig:
-        TASK: swig
       inference:
         TASK: if-else
       mpi_source:

R-package/README.md

@@ -80,7 +80,7 @@ You will need:
 
 In addition, if you are using a Visual Studio precompiled DLL, assuming you do not have Visual Studio installed (if you have it installed, ignore the warnings below):
 
-* Visual Studio 2015/2017/2019 precompiled DLL: download and install Visual Studio Runtime for [2015](https://www.microsoft.com/en-us/download/details.aspx?id=52685)/[2017](https://aka.ms/vs/15/release/vc_redist.x64.exe)/[2019](https://aka.ms/vs/16/release/vc_redist.x64.exe) (you will get an error about MSVCP140.dll missing otherwise)
+* Visual Studio 2015/2017 precompiled DLL: download and install Visual Studio Runtime for [2015](https://www.microsoft.com/en-us/download/details.aspx?id=52685)/[2017](https://go.microsoft.com/fwlink/?LinkId=746572) (you will get an error about MSVCP140.dll missing otherwise)
 
 Once you have all this setup, you can use `lgb.dl` from `lgbdl` package to install LightGBM from repository.
 

R-package/src/install.libs.R

@@ -53,9 +53,9 @@ if (!use_precompile) {
     } else {
       try_vs <- 0
       local_vs_def <- ""
-      vs_versions <- c("Visual Studio 16 2019", "Visual Studio 15 2017", "Visual Studio 14 2015")
+      vs_versions <- c("Visual Studio 15 2017 Win64", "Visual Studio 14 2015 Win64", "Visual Studio 16 2019")
       for(vs in vs_versions){
-        vs_def <- paste0(" -G \"", vs, "\" -A x64")
+        vs_def <- paste0(" -G \"", vs, "\"")
         tmp_cmake_cmd <- paste0(cmake_cmd, vs_def)
         try_vs <- system(paste0(tmp_cmake_cmd, " .."))
         if (try_vs == 0) {

docs/Installation-Guide.rst

@@ -69,7 +69,7 @@ From Command Line
      cd LightGBM
      mkdir build
      cd build
-     cmake -A x64 ..
+     cmake -DCMAKE_GENERATOR_PLATFORM=x64 ..
      cmake --build . --target ALL_BUILD --config Release
 
 The ``.exe`` and ``.dll`` files will be in ``LightGBM/Release`` folder.
@@ -230,7 +230,7 @@ With GUI
 
    If you have errors about **Platform Toolset**, go to ``PROJECT`` -> ``Properties`` -> ``Configuration Properties`` -> ``General`` and select the toolset installed on your machine.
 
-The ``.exe`` file will be in ``LightGBM-master/windows/x64/Release`` folder.
+The exe file will be in ``LightGBM-master/windows/x64/Release`` folder.
 
 From Command Line
 -----------------
@@ -245,10 +245,10 @@ From Command Line
      cd LightGBM
      mkdir build
      cd build
-     cmake -A x64 -DUSE_OPENMP=OFF ..
+     cmake -DCMAKE_GENERATOR_PLATFORM=x64 -DUSE_OPENMP=OFF ..
      cmake --build . --target ALL_BUILD --config Release
 
-The ``.exe`` and ``.dll`` files will be in ``LightGBM/Release`` folder.
+The exe and dll files will be in ``LightGBM/Release`` folder.
 
 MinGW-w64
 *********
@@ -266,7 +266,7 @@ MinGW-w64
      cmake -G "MinGW Makefiles" -DUSE_OPENMP=OFF ..
      mingw32-make.exe -j4
 
-The ``.exe`` and ``.dll`` files will be in ``LightGBM/`` folder.
+The exe and dll files will be in ``LightGBM/`` folder.
 
 **Note**: You may need to run the ``cmake -G "MinGW Makefiles" -DUSE_OPENMP=OFF ..`` one more time if you encounter the ``sh.exe was found in your PATH`` error.
 
@@ -370,7 +370,7 @@ With GUI
 
    If you have errors about **Platform Toolset**, go to ``PROJECT`` -> ``Properties`` -> ``Configuration Properties`` -> ``General`` and select the toolset installed on your machine.
 
-The ``.exe`` file will be in ``LightGBM-master/windows/x64/Release_mpi`` folder.
+The exe file will be in ``LightGBM-master/windows/x64/Release_mpi`` folder.
 
 From Command Line
 *****************
@@ -387,10 +387,10 @@ From Command Line
      cd LightGBM
      mkdir build
      cd build
-     cmake -A x64 -DUSE_MPI=ON ..
+     cmake -DCMAKE_GENERATOR_PLATFORM=x64 -DUSE_MPI=ON ..
      cmake --build . --target ALL_BUILD --config Release
 
-The ``.exe`` and ``.dll`` files will be in ``LightGBM/Release`` folder.
+The exe and dll files will be in ``LightGBM/Release`` folder.
 
 **Note**: Building MPI version by **MinGW** is not supported due to the miss of MPI library in it.
 
@@ -555,9 +555,7 @@ Following procedure is for the **MSVC** (Microsoft Visual C++) build.
 
    Visual Studio 2015 -> ``msvc-14.0-64.exe``,
 
-   Visual Studio 2017 -> ``msvc-14.1-64.exe``,
-
-   Visual Studio 2019 -> ``msvc-14.2-64.exe``.
+   Visual Studio 2017 -> ``msvc-14.1-64.exe``.
 
 4. Run the following commands:
 
@@ -569,7 +567,7 @@ Following procedure is for the **MSVC** (Microsoft Visual C++) build.
      cd LightGBM
      mkdir build
      cd build
-     cmake -A x64 -DUSE_GPU=1 ..
+     cmake -DCMAKE_GENERATOR_PLATFORM=x64 -DUSE_GPU=1 ..
      cmake --build . --target ALL_BUILD --config Release
 
    **Note**: ``C:\local\boost_1_63_0\`` and ``C:\local\boost_1_63_0\lib64-msvc-14.0`` are locations of your **Boost** binaries (assuming you've downloaded 1.63.0 version). You also can set them to the environment variable to avoid ``Set ...`` commands when build.
@@ -631,10 +629,10 @@ VS Build Tools
      cd LightGBM
      mkdir build
      cd build
-     cmake -A x64 -DUSE_SWIG=ON ..
+     cmake -DCMAKE_GENERATOR_PLATFORM=x64 -DUSE_SWIG=ON ..
      cmake --build . --target ALL_BUILD --config Release
 
-The ``.jar`` file will be in ``LightGBM/build`` folder and the ``.dll`` files will be in ``LightGBM/Release`` folder.
+The jar file will be in ``LightGBM/build`` folder and the dll files will be in ``LightGBM/Release`` folder.
 
 MinGW-w64
 *********
@@ -654,7 +652,7 @@ MinGW-w64
      cmake -G "MinGW Makefiles" -DUSE_SWIG=ON ..
      mingw32-make.exe -j4
 
-The ``.jar`` file will be in ``LightGBM/build`` folder and the ``.dll`` files will be in ``LightGBM/`` folder.
+The jar file will be in ``LightGBM/build`` folder and the dll files will be in ``LightGBM/`` folder.
 
 **Note**: You may need to run the ``cmake -G "MinGW Makefiles" -DUSE_SWIG=ON ..`` one more time if you encounter the ``sh.exe was found in your PATH`` error.
 

docs/Parameters.rst

@@ -633,7 +633,7 @@ IO Parameters
 
    -  **Note**: if you want to get more explanation for your model's predictions using SHAP values like SHAP interaction values, you can install `shap package <https://github.com/slundberg/shap>`__
 
-   -  **Note**: unlike the shap package, with ``predict_contrib`` we return a matrix with an extra column, where the last column is the expected value
+   -  **Note**: unlike the shap package, with ``pred_contrib`` we return a matrix with an extra column, where the last column is the expected value.
 
 -  ``num_iteration_predict`` :raw-html:`<a id="num_iteration_predict" title="Permalink to this parameter" href="#num_iteration_predict">&#x1F517;&#xFE0E;</a>`, default = ``-1``, type = int
 

include/LightGBM/config.h

@@ -588,7 +588,7 @@ struct Config {
   // desc = set this to ``true`` to estimate `SHAP values <https://arxiv.org/abs/1706.06060>`__, which represent how each feature contributes to each prediction
   // desc = produces ``#features + 1`` values where the last value is the expected value of the model output over the training data
   // desc = **Note**: if you want to get more explanation for your model's predictions using SHAP values like SHAP interaction values, you can install `shap package <https://github.com/slundberg/shap>`__
-  // desc = **Note**: unlike the shap package, with ``predict_contrib`` we return a matrix with an extra column, where the last column is the expected value
+  // desc = **Note**: unlike the shap package, with ``pred_contrib`` we return a matrix with an extra column, where the last column is the expected value.
   bool predict_contrib = false;
 
   // desc = used only in ``prediction`` task

include/LightGBM/json11.hpp

@@ -56,6 +56,18 @@
 #include <utility>
 #include <vector>
 
+#ifdef _MSC_VER
+    #if _MSC_VER <= 1800  // VS 2013
+        #ifndef noexcept
+            #define noexcept throw()
+        #endif
+
+        #ifndef snprintf
+            #define snprintf _snprintf_s
+        #endif
+    #endif
+#endif
+
 namespace json11 {
 
 enum JsonParse {

include/LightGBM/meta.h

@@ -62,6 +62,10 @@ typedef void(*AllgatherFunction)(char* input, comm_size_t input_size, const comm
 
 #define NO_SPECIFIC (-1)
 
+#if (_MSC_VER <= 1800)
+#define __func__ __FUNCTION__
+#endif
+
 }  // namespace LightGBM
 
 #endif   // LightGBM_META_H_

python-package/README.rst

@@ -16,7 +16,7 @@ Preparation
 Install from `PyPI <https://pypi.org/project/lightgbm>`_ Using ``pip``
 ''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''
 
-For **Windows** users, `VC runtime <https://support.microsoft.com/en-us/help/2977003/the-latest-supported-visual-c-downloads>`_ is needed if **Visual Studio** (2015 or newer) is not installed.
+For **Windows** users, `VC runtime <https://go.microsoft.com/fwlink/?LinkId=746572>`_ is needed if **Visual Studio** (2015 or newer) is not installed.
 
 For **Linux** users, **glibc** >= 2.14 is required.
 
@@ -28,7 +28,7 @@ For **macOS** users:
 
 - For version smaller than 2.1.2, **gcc-7** with **OpenMP** is required.
 
-Install `wheel <https://pythonwheels.com>`_ via ``pip install wheel`` first. After that download the wheel file and install from it:
+Install `wheel <http://pythonwheels.com>`_ via ``pip install wheel`` first. After that download the wheel file and install from it:
 
 .. code:: sh
 

python-package/lightgbm/callback.py

@@ -8,6 +8,7 @@
 from operator import gt, lt
 
 from .compat import range_
+from .basic import LightGBMError
 
 
 class EarlyStopException(Exception):
@@ -214,7 +215,25 @@ def _callback(env):
             _init(env)
         if not enabled[0]:
             return
+        if first_metric_only:
+            eval_metric = None
+            for m in ['metric', 'metrics', 'metric_types']:
+                if m in env.params.keys():
+                    if isinstance(env.params[m], tuple):
+                        eval_metric = env.params[m][0]
+                    else:
+                        eval_metric = env.params[m]
+                    break
+            if eval_metric is None:
+                raise LightGBMError("`metric` should be specified if first_metric_only==True.")
         for i in range_(len(env.evaluation_result_list)):
+            # print(f"env.evaluation_result_list):{env.evaluation_result_list}")
+            metric_key = env.evaluation_result_list[i][1]
+            if metric_key.split(" ")[0] == "train":
+                continue  # train metric doesn't used on early stopping.
+            if first_metric_only:
+                if metric_key != "valid {}".format(eval_metric) and metric_key != eval_metric and eval_metric != "":
+                    continue
             score = env.evaluation_result_list[i][2]
             if best_score_list[i] is None or cmp_op[i](score, best_score[i]):
                 best_score[i] = score
@@ -224,13 +243,15 @@ def _callback(env):
                 if verbose:
                     print('Early stopping, best iteration is:\n[%d]\t%s' % (
                         best_iter[i] + 1, '\t'.join([_format_eval_result(x) for x in best_score_list[i]])))
+                    if first_metric_only:
+                        print(f"Evaluating only :{metric_key}")
                 raise EarlyStopException(best_iter[i], best_score_list[i])
             if env.iteration == env.end_iteration - 1:
                 if verbose:
                     print('Did not meet early stopping. Best iteration is:\n[%d]\t%s' % (
                         best_iter[i] + 1, '\t'.join([_format_eval_result(x) for x in best_score_list[i]])))
+                    if first_metric_only:
+                        print(f"Evaluating only :{metric_key}")
                 raise EarlyStopException(best_iter[i], best_score_list[i])
-            if first_metric_only:  # the only first metric is used for early stopping
-                break
     _callback.order = 30
     return _callback

python-package/lightgbm/sklearn.py

@@ -596,7 +596,7 @@ def predict(self, X, raw_score=False, num_iteration=None,
         predicted_result : array-like of shape = [n_samples] or shape = [n_samples, n_classes]
             The predicted values.
         X_leaves : array-like of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
-            If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
+            If ``pred_leaf=True``, the predicted leaf every tree for each sample.
         X_SHAP_values : array-like of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]
             If ``pred_contrib=True``, the feature contributions for each sample.
         """

python-package/setup.py

@@ -136,7 +136,7 @@ def compile_cpp(use_mingw=False, use_gpu=False, use_mpi=False, nomp=False,
             lib_path = os.path.join(CURRENT_DIR, "compile", "windows", "x64", "DLL", "lib_lightgbm.dll")
             if not any((use_gpu, use_mpi, use_hdfs)):
                 logger.info("Starting to compile with MSBuild from existing solution file.")
-                platform_toolsets = ("v142", "v141", "v140")
+                platform_toolsets = ("v141", "v140", "v142")
                 for pt in platform_toolsets:
                     status = silent_call(["MSBuild",
                                           os.path.join(CURRENT_DIR, "compile", "windows", "LightGBM.sln"),
@@ -150,10 +150,10 @@ def compile_cpp(use_mingw=False, use_gpu=False, use_mpi=False, nomp=False,
                 if status != 0 or not os.path.exists(lib_path):
                     logger.warning("Compilation with MSBuild from existing solution file failed.")
             if status != 0 or not os.path.exists(lib_path):
-                vs_versions = ("Visual Studio 16 2019", "Visual Studio 15 2017", "Visual Studio 14 2015")
+                vs_versions = ("Visual Studio 15 2017 Win64", "Visual Studio 14 2015 Win64", "Visual Studio 16 2019")
                 for vs in vs_versions:
                     logger.info("Starting to compile with %s." % vs)
-                    status = silent_call(cmake_cmd + ["-G", vs, "-A", "x64"])
+                    status = silent_call(cmake_cmd + ["-G", vs])
                     if status == 0:
                         break
                     else:

src/io/tree.cpp

@@ -506,12 +506,6 @@ Tree::Tree(const char* str, size_t* used_len) {
   } else {
     Log::Fatal("Tree model string format error, should contain leaf_value field");
   }
-
-  if (key_vals.count("shrinkage")) {
-    Common::Atof(key_vals["shrinkage"].c_str(), &shrinkage_);
-  } else {
-    shrinkage_ = 1.0f;
-  }
 
   if (num_leaves_ <= 1) { return; }
 
@@ -582,6 +576,12 @@ Tree::Tree(const char* str, size_t* used_len) {
       Log::Fatal("Tree model should contain cat_threshold field");
     }
   }
+
+  if (key_vals.count("shrinkage")) {
+    Common::Atof(key_vals["shrinkage"].c_str(), &shrinkage_);
+  } else {
+    shrinkage_ = 1.0f;
+  }
   max_depth_ = -1;
 }