PyDLLib 1.0__py3-none-any.whl

DLL/MachineLearning/SupervisedLearning/Trees/_GradientBoostingClassifier.py

@@ -0,0 +1,207 @@
+import torch
+
+from ._RegressionTree import RegressionTree
+from ....DeepLearning.Layers.Activations import Sigmoid, SoftMax
+from ....DeepLearning.Losses import BCE, CCE, Exponential
+from ....Data.Preprocessing import OneHotEncoder
+from ....Exceptions import NotFittedError
+from ....Data.Metrics import calculate_metrics, prob_to_pred
+
+
+
+class GradientBoostingClassifier:
+    """
+    GradientBoostingClassifier implements a classification algorithm fitting many consecutive :class:`RegressionTrees <DLL.MachineLearning.SupervisedLearning.Trees.RegressionTree>` to residuals of the model.
+
+    Args:
+        n_trees (int, optional): The number of trees used for predicting. Defaults to 10. Must be a positive integer.
+        learning_rate (float, optional): The number multiplied to each additional trees residuals. Must be a real number in range (0, 1). Defaults to 0.5.
+        max_depth (int, optional): The maximum depth of the tree. Defaults to 25. Must be a positive integer.
+        min_samples_split (int, optional): The minimum required samples in a leaf to make a split. Defaults to 2. Must be a positive integer.
+        loss (string, optional): The loss function used in calculations of the residuals. Must be one of "log_loss" or "exponential". Defaults to "log_loss". "exponential" can only be used for binary classification.
+    Attributes:
+        n_features (int): The number of features. Available after fitting.
+        n_classes (int): The number of classes. 2 for binary classification. Available after fitting.
+    """
+    def __init__(self, n_trees=10, learning_rate=0.5, max_depth=25, min_samples_split=2, loss="log_loss"):
+        if not isinstance(n_trees, int) or n_trees < 1:
+            raise ValueError("n_trees must be a positive integer.")
+        if not isinstance(learning_rate, float) or learning_rate <= 0 or learning_rate >= 1:
+            raise ValueError("learning_rate must be a float in range (0, 1).")
+        if not isinstance(max_depth, int) or max_depth < 1:
+            raise ValueError("max_depth must be a positive integer.")
+        if not isinstance(min_samples_split, int) or min_samples_split < 1:
+            raise ValueError("min_samples_split must be a positive integer.")
+        if loss not in ["log_loss", "exponential"]:
+            raise ValueError('loss must be one of ["log_loss", "exponential"]')
+        self.n_trees = n_trees
+        self.learning_rate = learning_rate
+        self.max_depth = max_depth
+        self.min_samples_split = min_samples_split
+        self.trees = None
+        self.loss_ = loss
+    
+    def _get_activation_and_loss(self, classes):
+        self.n_classes = len(classes)
+        if self.loss_ == "log_loss":
+            if self.n_classes == 2:
+                self.loss = BCE(reduction="sum")
+                self.activation = Sigmoid()
+            else:
+                self.loss = CCE(reduction="sum")
+                self.activation = SoftMax()
+        elif self.loss_ == "exponential":
+            if self.n_classes != 2:
+                raise ValueError("The exponential loss is only applicable in binary classification. Use log_loss for multiclass classification instead.")
+            self.loss = Exponential(reduction="sum")
+            self.activation = Sigmoid()
+
+    def fit(self, X, y, metrics=["loss"]):
+        """
+        Fits the GradientBoostingClassifier model to the input data by fitting trees to the errors made by previous trees.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data, where each row is a sample and each column is a feature.
+            y (torch.Tensor of shape (n_samples,)): The labels corresponding to each sample. Every element must be in [0, ..., n_classes - 1].
+            metrics (dict[str, torch.Tensor]): Contains the metrics that will be calculated between fitting each tree and returned. Only available for binary classification.
+        Returns:
+            metrics if binary classification else None
+        Raises:
+            TypeError: If the input matrix or the label vector is not a PyTorch tensor or if the problem is binary and metrics is not a list or a tuple.
+            ValueError: If the input matrix or the label vector is not the correct shape or the label vector contains wrong values.
+        """
+        if not isinstance(X, torch.Tensor) or not isinstance(y, torch.Tensor):
+            raise TypeError("The input matrix and the label matrix must be a PyTorch tensor.")
+        if X.ndim != 2:
+            raise ValueError("The input matrix must be a 2 dimensional tensor.")
+        if y.ndim != 1 or y.shape[0] != X.shape[0]:
+            raise ValueError("The labels must be 1 dimensional with the same number of samples as the input data")
+        vals = torch.unique(y).numpy()
+        if set(vals) != {*range(len(vals))}:
+            raise ValueError("y must only contain the values in [0, ..., n_classes - 1].")
+        
+        self._get_activation_and_loss(torch.unique(y))
+        y = y.to(X.dtype)
+        self.n_features = X.shape[1]
+
+        if self.n_classes == 2:
+            if not isinstance(metrics, list | tuple):
+                raise ValueError("metrics must be a list or tuple containing the shorthand names of each wanted metric.")
+
+            return self._binary_fit(X, y, metrics=metrics)
+        else:
+            self._multi_fit(X, y)
+
+    def _binary_fit(self, X, y, metrics=["loss"]):
+        positive_ratio = y.mean()
+        self.initial_log_odds = torch.log(positive_ratio / (1 - positive_ratio))
+        pred = torch.full(y.shape, self.initial_log_odds)
+        trees = []
+        history = {metric: torch.zeros(self.n_trees) for metric in metrics}
+
+        for i in range(self.n_trees):
+            prob = self.activation.forward(pred)
+            residual = -self.activation.backward(self.loss.gradient(prob, y))
+
+            tree = RegressionTree(max_depth=self.max_depth, min_samples_split=self.min_samples_split)
+            tree.fit(X, residual)
+            prediction = tree.predict(X)
+            pred += self.learning_rate * prediction
+
+            trees.append(tree)
+
+            values = calculate_metrics(data=(self.activation.forward(pred), y), metrics=metrics, loss=self.loss.loss)
+            for metric, value in values.items():
+                history[metric][i] = value
+        
+        self.trees = trees
+        return history
+    
+    def _multi_fit(self, X, y):
+        encoder = OneHotEncoder()
+        y = encoder.fit_encode(y)
+        
+        self.initial_log_odds = 0.0
+        pred = torch.full(y.shape, self.initial_log_odds)
+        trees = []
+
+        for class_index in range(self.n_classes):
+            class_trees = []
+            for _ in range(self.n_trees):
+                prob = self.activation.forward(pred)
+                residual = -self.activation.backward(self.loss.gradient(prob, y))[:, class_index]
+
+                tree = RegressionTree(max_depth=self.max_depth, min_samples_split=self.min_samples_split)
+                tree.fit(X, residual)
+                prediction = tree.predict(X)
+                pred[:, class_index] += self.learning_rate * prediction
+
+                class_trees.append(tree)
+            trees.append(class_trees)
+        
+        self.trees = trees
+    
+    def predict_proba(self, X):
+        """
+        Applies the fitted GradientBoostingClassifier model to the input data, predicting the probabilities of each class.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data to be classified.
+        Returns:
+            probabilities (torch.Tensor of shape (n_samples, n_classes) or for binary classification (n_samples,)): The predicted probabilities corresponding to each sample.
+        Raises:
+            NotFittedError: If the GradientBoostingClassifier model has not been fitted before predicting.
+            TypeError: If the input matrix is not a PyTorch tensor.
+            ValueError: If the input matrix is not the correct shape.
+        """
+        if not hasattr(self, "initial_log_odds"):
+            raise NotFittedError("GradientBoostingClassifier.fit() must be called before predicting.")
+        if not isinstance(X, torch.Tensor):
+            raise TypeError("The input matrix must be a PyTorch tensor.")
+        if X.ndim != 2 or X.shape[1] != self.n_features:
+            raise ValueError("The input matrix must be a 2 dimensional tensor with the same number of features as the fitted tensor.")
+
+        if self.n_classes > 2:
+            return self._multi_predict_proba(X)
+        
+        pred = torch.full((X.shape[0],), self.initial_log_odds)
+        
+        for tree in self.trees:
+            prediction = tree.predict(X)
+            pred += self.learning_rate * prediction
+
+        return self.activation.forward(pred)
+
+    def predict(self, X):
+        """
+        Applies the fitted GradientBoostingClassifier model to the input data, predicting the correct classes.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data to be classified.
+        Returns:
+            labels (torch.Tensor of shape (n_samples,)): The predicted labels corresponding to each sample.
+        Raises:
+            NotFittedError: If the GradientBoostingClassifier model has not been fitted before predicting.
+            TypeError: If the input matrix is not a PyTorch tensor.
+            ValueError: If the input matrix is not the correct shape.
+        """
+        if not hasattr(self, "initial_log_odds"):
+            raise NotFittedError("GradientBoostingClassifier.fit() must be called before predicting.")
+        if not isinstance(X, torch.Tensor):
+            raise TypeError("The input matrix must be a PyTorch tensor.")
+        if X.ndim != 2 or X.shape[1] != self.n_features:
+            raise ValueError("The input matrix must be a 2 dimensional tensor with the same number of features as the fitted tensor.")
+        
+        prob = self.predict_proba(X)
+        return prob_to_pred(prob)
+    
+    def _multi_predict_proba(self, X):
+        pred = torch.full((X.shape[0], self.n_classes), self.initial_log_odds)
+
+        for i in range(self.n_classes):
+            class_trees = self.trees[i]
+            for tree in class_trees:
+                pred[:, i] += self.learning_rate * tree.predict(X)
+
+        return self.activation.forward(pred)
+

DLL/MachineLearning/SupervisedLearning/Trees/_GradientBoostingRegressor.py

@@ -0,0 +1,122 @@
+import torch
+
+from ._RegressionTree import RegressionTree
+from ....DeepLearning.Losses import MSE, MAE, Huber
+from ....Exceptions import NotFittedError
+from ....Data.Metrics import calculate_metrics
+
+
+class GradientBoostingRegressor:
+    """
+    GradientBoostingRegressor implements a regression algorithm fitting many consecutive :class:`RegressionTrees <DLL.MachineLearning.SupervisedLearning.Trees.RegressionTree>` to residuals of the model.
+
+    Args:
+        n_trees (int, optional): The number of trees used for predicting. Defaults to 50. Must be a positive integer.
+        learning_rate (float, optional): The number multiplied to each additional trees residuals. Must be a real number in range (0, 1). Defaults to 0.5.
+        max_depth (int, optional): The maximum depth of the tree. Defaults to 3. Must be a positive integer.
+        min_samples_split (int, optional): The minimum required samples in a leaf to make a split. Defaults to 2. Must be a positive integer.
+        loss (string, optional): The loss function used in calculations of the gradients. Must be one of "squared", "absolute" or "huber". Defaults to "squared".
+        huber_delta (float | int, optional): The delta parameter for the possibly used huber loss. If loss is not "huber", this parameter is ignored.
+    Attributes:
+        n_features (int): The number of features. Available after fitting.
+    """
+    def __init__(self, n_trees=50, learning_rate=0.5, max_depth=3, min_samples_split=2, loss="squared", huber_delta=1):
+        if not isinstance(n_trees, int) or n_trees < 1:
+            raise ValueError("n_trees must be a positive integer.")
+        if not isinstance(learning_rate, float) or learning_rate <= 0 or learning_rate >= 1:
+            raise ValueError("learning_rate must be a float in range (0, 1).")
+        if not isinstance(max_depth, int) or max_depth < 1:
+            raise ValueError("max_depth must be a positive integer.")
+        if not isinstance(min_samples_split, int) or min_samples_split < 1:
+            raise ValueError("min_samples_split must be a positive integer.")
+        if loss not in ["squared", "absolute", "huber"]:
+            raise ValueError('loss must be one in ["squared", "absolute", "huber"].')
+        if not isinstance(huber_delta, int | float) or huber_delta <= 0:
+            raise ValueError("huber_delta must be a positive real number.")
+        
+        self.n_trees = n_trees
+        self.learning_rate = learning_rate
+        self.max_depth = max_depth
+        self.min_samples_split = min_samples_split
+        self.trees = None
+        self.loss = self._choose_loss(loss, huber_delta)
+
+    def _choose_loss(self, loss, huber_delta):
+        if loss == "squared":
+            return MSE(reduction="sum")
+        elif loss == "absolute":
+            return MAE(reduction="sum")
+        elif loss == "huber":
+            return Huber(reduction="sum", delta=huber_delta)
+
+    def fit(self, X, y, metrics=["loss"]):
+        """
+        Fits the GradientBoostingRegressor model to the input data by fitting trees to the errors made by previous trees.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data, where each row is a sample and each column is a feature.
+            y (torch.Tensor of shape (n_samples,)): The target values corresponding to each sample.
+            metrics (dict[str, torch.Tensor]): Contains the metrics that will be calculated between fitting each tree and returned.
+        Returns:
+            metrics (dict[str, torch.Tensor]): The calculated metrics.
+        Raises:
+            TypeError: If the input matrix or the target vector is not a PyTorch tensor.
+            ValueError: If the input matrix or the target vector is not the correct shape.
+        """
+        if not isinstance(X, torch.Tensor) or not isinstance(y, torch.Tensor):
+            raise TypeError("The input matrix and the target matrix must be a PyTorch tensor.")
+        if X.ndim != 2:
+            raise ValueError("The input matrix must be a 2 dimensional tensor.")
+        if y.ndim != 1 or y.shape[0] != X.shape[0]:
+            raise ValueError("The target must be 1 dimensional with the same number of samples as the input data")
+        if not isinstance(metrics, list | tuple):
+            raise ValueError("metrics must be a list or tuple containing the shorthand names of each wanted metric.")
+        
+        self.n_features = X.shape[1]
+        self.initial_pred = y.mean()
+        pred = torch.full(y.shape, self.initial_pred)
+        trees = []
+        history = {metric: torch.zeros(self.n_trees) for metric in metrics}
+
+        for i in range(self.n_trees):
+            residual = -self.loss.gradient(pred, y)
+
+            tree = RegressionTree(max_depth=self.max_depth, min_samples_split=self.min_samples_split)
+            tree.fit(X, residual)
+            prediction = tree.predict(X)
+
+            pred += self.learning_rate * prediction
+            trees.append(tree)
+
+            values = calculate_metrics(data=(pred, y), metrics=metrics, loss=self.loss.loss)
+            for metric, value in values.items():
+                history[metric][i] = value
+
+        self.trees = trees
+        return history
+
+    def predict(self, X):
+        """
+        Applies the fitted GradientBoostingRegressor model to the input data, predicting the target values.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data to be classified.
+        Returns:
+            targets (torch.Tensor of shape (n_samples,)): The predicted target values corresponding to each sample.
+        Raises:
+            NotFittedError: If the GradientBoostingRegressor model has not been fitted before predicting.
+            TypeError: If the input matrix is not a PyTorch tensor.
+            ValueError: If the input matrix is not the correct shape.
+        """
+        if not hasattr(self, "initial_pred"):
+            raise NotFittedError("GradientBoostingRegressor.fit() must be called before predicting.")
+        if not isinstance(X, torch.Tensor):
+            raise TypeError("The input matrix must be a PyTorch tensor.")
+        if X.ndim != 2 or X.shape[1] != self.n_features:
+            raise ValueError("The input matrix must be a 2 dimensional tensor with the same number of features as the fitted tensor.")
+
+        pred = torch.full((X.shape[0],), self.initial_pred)
+        
+        for tree in self.trees:
+            pred += self.learning_rate * tree.predict(X)
+        return pred

DLL/MachineLearning/SupervisedLearning/Trees/_LGBMClassifier.py

@@ -0,0 +1,288 @@
+import torch
+
+
+from ._LGBMTree import _LGBMTree, _ExclusiveFeatureBundling
+from ....DeepLearning.Layers.Activations import Sigmoid, SoftMax
+from ....DeepLearning.Losses import BCE, CCE, Exponential
+from ....Data.Preprocessing import OneHotEncoder
+from ....Exceptions import NotFittedError
+from ....Data.Metrics import calculate_metrics, prob_to_pred
+
+
+class LGBMClassifier:
+    """
+    LGBMClassifier implements a classification algorithm fitting many consecutive trees to gradients and hessians of the predictions.
+
+    Args:
+        n_trees (int, optional): The number of trees used for predicting. Defaults to 10. Must be a positive integer.
+        learning_rate (float, optional): The number multiplied to each additional trees residuals. Must be a real number in range (0, 1). Defaults to 0.5.
+        max_depth (int, optional): The maximum depth of the tree. Defaults to 25. Must be a positive integer.
+        min_samples_split (int, optional): The minimum required samples in a leaf to make a split. Defaults to 2. Must be a positive integer.
+        n_bins (int, optional): The number of bins used to find the optimal split of data. Must be greater than 1. Defaults to 30.
+        reg_lambda (float | int, optional): The regularisation parameter used in fitting the trees. The larger the parameter, the smaller the trees. Must be a positive real number. Defaults to 1.
+        gamma (float | int, optional): The minimum gain to make a split. Must be a non-negative real number. Defaults to 0.
+        large_error_proportion (float, optional): The proportion of the whole data with the largest error, which is always used to train the next weak learner. Defaults to 0.3.
+        small_error_proportion (float, optional): The proportion of data randomly selected from the remaining (1 - large_error_proportion) percent of data to train the next weak learner. Defaults to 0.2.
+        loss (string, optional): The loss function used in calculations of the residuals. Must be one of "log_loss" or "exponential". Defaults to "log_loss". "exponential" can only be used for binary classification.
+        max_conflict_rate (float, optional): The proportion of samples, which are allowed to be nonzero without featuers being bundled. Is ignored if use_efb=False. Defaults to 0.0.
+        use_efb (bool, optional): Determines if the exclusive feature bundling algorithm is used. Defaults to True.
+    Attributes:
+        n_features (int): The number of features. Available after fitting.
+        n_classes (int): The number of classes. 2 for binary classification. Available after fitting.
+    """
+    def __init__(self, n_trees=10, learning_rate=0.5, max_depth=25, min_samples_split=2, n_bins=30, reg_lambda=1, gamma=0, large_error_proportion=0.3, small_error_proportion=0.2, loss="log_loss", max_conflict_rate=0.0, use_efb=True):
+        if not isinstance(n_trees, int) or n_trees < 1:
+            raise ValueError("n_trees must be a positive integer.")
+        if not isinstance(learning_rate, float) or learning_rate <= 0 or learning_rate >= 1:
+            raise ValueError("learning_rate must be a float in range (0, 1).")
+        if not isinstance(max_depth, int) or max_depth < 1:
+            raise ValueError("max_depth must be a positive integer.")
+        if not isinstance(min_samples_split, int) or min_samples_split < 1:
+            raise ValueError("min_samples_split must be a positive integer.")
+        if not isinstance(n_bins, int) or n_bins <= 1:
+            raise ValueError("n_bins must be an integer greater than 1.")
+        if not isinstance(reg_lambda, int | float) or reg_lambda <= 0:
+            raise ValueError("reg_lambda must be a positive real number.")
+        if not isinstance(gamma, int | float) or gamma < 0:
+            raise ValueError("gamma must be a non-negative real number.")
+        if not isinstance(large_error_proportion, float) or large_error_proportion <= 0 or large_error_proportion >= 1:
+            raise ValueError("large_error_proportion must be a float in range (0, 1).")
+        if not isinstance(small_error_proportion, float) or small_error_proportion <= 0 or small_error_proportion >= 1:
+            raise ValueError("small_error_proportion must be a float in range (0, 1).")
+        if loss not in ["log_loss", "exponential"]:
+            raise ValueError('loss must be one of ["log_loss", "exponential"]')
+        if not isinstance(max_conflict_rate, float) or max_conflict_rate < 0 or max_conflict_rate >= 1:
+            raise ValueError("max_conflict_rate must be a float in range [0, 1).")
+        if not isinstance(use_efb, bool):
+            raise TypeError("use_efb must be a boolean.")
+
+        self.n_trees = n_trees
+        self.learning_rate = learning_rate
+        self.max_depth = max_depth
+        self.min_samples_split = min_samples_split
+        self.n_bins = n_bins
+        self.reg_lambda = reg_lambda
+        self.gamma = gamma
+        self.trees = None
+        self.large_error_proportion = large_error_proportion
+        self.small_error_proportion = small_error_proportion
+        self.loss_ = loss
+        self.use_efb = use_efb
+        if self.use_efb: self.efb = _ExclusiveFeatureBundling(max_conflict_rate=max_conflict_rate, n_bins=n_bins)
+    
+    def _get_activation_and_loss(self, classes):
+        self.n_classes = len(classes)
+        if self.loss_ == "log_loss":
+            if self.n_classes == 2:
+                self.loss = BCE(reduction="sum")
+                self.activation = Sigmoid()
+            else:
+                self.loss = CCE(reduction="sum")
+                self.activation = SoftMax()
+        elif self.loss_ == "exponential":
+            if self.n_classes != 2:
+                raise ValueError("The exponential loss is only applicable in binary classification. Use log_loss for multiclass classification instead.")
+            self.loss = Exponential(reduction="sum")
+            self.activation = Sigmoid()
+
+    def fit(self, X, y, metrics=["loss"]):
+        """
+        Fits the LGBMClassifier model to the input data by fitting trees to the errors made by previous trees.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data, where each row is a sample and each column is a feature.
+            y (torch.Tensor of shape (n_samples,)): The labels corresponding to each sample. Every element must be in [0, ..., n_classes - 1].
+            metrics (dict[str, torch.Tensor]): Contains the metrics that will be calculated between fitting each tree and returned. Only available for binary classification.
+        Returns:
+            metrics if binary classification else None
+        Raises:
+            TypeError: If the input matrix or the label vector is not a PyTorch tensor or if the problem is binary and metrics is not a list or a tuple.
+            ValueError: If the input matrix or the label vector is not the correct shape or the label vector contains wrong values.
+        """
+        if not isinstance(X, torch.Tensor) or not isinstance(y, torch.Tensor):
+            raise TypeError("The input matrix and the label matrix must be a PyTorch tensor.")
+        if X.ndim != 2:
+            raise ValueError("The input matrix must be a 2 dimensional tensor.")
+        if y.ndim != 1 or y.shape[0] != X.shape[0]:
+            raise ValueError("The labels must be 1 dimensional with the same number of samples as the input data")
+        vals = torch.unique(y).numpy()
+        if set(vals) != {*range(len(vals))}:
+            raise ValueError("y must only contain the values in [0, ..., n_classes - 1].")
+        
+        self._get_activation_and_loss(vals)
+        y = y.to(X.dtype)
+        self.n_features = X.shape[1]
+
+        if self.use_efb: X = self.efb.fit_transform(X)
+
+        if self.n_classes == 2:
+            if not isinstance(metrics, list | tuple):
+                raise ValueError("metrics must be a list or tuple containing the shorthand names of each wanted metric.")
+
+            return self._binary_fit(X, y, metrics=metrics)
+        else:
+            self._multi_fit(X, y)
+    
+    def _binary_hessian_diag(self, prob, true_output):
+        loss_gradient = self.loss.gradient(prob, true_output)
+        loss_hessian = self.loss.hessian(prob, true_output)
+        sigmoid_value = prob
+        sigmoid_gradient = self.activation.backward(loss_gradient)
+        
+        first_term = sigmoid_gradient * (1 - sigmoid_value) * loss_gradient
+        second_term = -sigmoid_value * sigmoid_gradient * loss_gradient
+        third_term = sigmoid_value * (1 - sigmoid_value) * loss_hessian  # is the same as self.activation.backward(loss_hessian)
+        return first_term + second_term + third_term
+    
+    def _multi_hessian_diag(self, prob, true_output):
+        loss_gradient = self.loss.gradient(prob, true_output)
+        loss_hessian = self.loss.hessian(prob, true_output)
+        softmax_value = prob
+        softmax_gradient = self.activation.backward(loss_gradient)
+
+        softmax_hessian = softmax_value * (1 - softmax_value) * (1 - 2 * softmax_value)
+        
+        # From Mathematica: D[f[g[x]], {x, 2}] = Derivative[1][g][x]^2 (f^\[Prime]\[Prime])[g[x]] + Derivative[1][f][g[x]] (g^\[Prime]\[Prime])[x]
+        return softmax_gradient ** 2 * loss_hessian + loss_gradient * softmax_hessian
+
+    def _binary_fit(self, X, y, metrics=["loss"]):
+        positive_ratio = y.mean()
+        self.initial_log_odds = torch.log(positive_ratio / (1 - positive_ratio))
+        pred = torch.full(y.shape, self.initial_log_odds)
+        trees = []
+        history = {metric: torch.zeros(self.n_trees) for metric in metrics}
+
+        top_n = int(len(y) * self.large_error_proportion)
+        rand_n = int(len(y) * self.small_error_proportion)
+        fact = (1 - self.large_error_proportion) / self.small_error_proportion
+
+        for i in range(self.n_trees):
+            prob = self.activation.forward(pred)
+            gradient = self.activation.backward(self.loss.gradient(prob, y))
+            hessian = self._binary_hessian_diag(prob, y)
+
+            # GOSS (gradient-based one-sided sampling)
+            indicies = torch.argsort(gradient, descending=True)
+            large_error_indicies = indicies[:top_n]
+            small_error_indicies = indicies[torch.randperm(len(indicies) - len(large_error_indicies))[:rand_n] + top_n]
+            train_indicies = torch.cat([large_error_indicies, small_error_indicies])
+            hessian[small_error_indicies] *= fact
+
+            tree = _LGBMTree(max_depth=self.max_depth, min_samples_split=self.min_samples_split, n_bins=self.n_bins, reg_lambda=self.reg_lambda, gamma=self.gamma)
+            tree.fit(X[train_indicies], gradient[train_indicies], hessian[train_indicies])
+            prediction = tree.predict(X)
+            pred += self.learning_rate * prediction
+
+            trees.append(tree)
+
+            values = calculate_metrics(data=(self.activation.forward(pred), y), metrics=metrics, loss=self.loss.loss)
+            for metric, value in values.items():
+                history[metric][i] = value
+        
+        self.trees = trees
+        return history
+    
+    def _multi_fit(self, X, y):
+        encoder = OneHotEncoder()
+        y = encoder.fit_encode(y)
+        
+        self.initial_log_odds = 0.0
+        pred = torch.full(y.shape, self.initial_log_odds)
+        trees = []
+
+        top_n = int(len(y) * self.large_error_proportion)
+        rand_n = int(len(y) * self.small_error_proportion)
+        fact = (1 - self.large_error_proportion) / self.small_error_proportion
+
+        for class_index in range(self.n_classes):
+            class_trees = []
+            for _ in range(self.n_trees):
+                prob = self.activation.forward(pred)
+                gradient = self.activation.backward(self.loss.gradient(prob, y))[:, class_index]
+                hessian = self._multi_hessian_diag(prob, y)[:, class_index]
+
+                # GOSS (gradient-based one-sided sampling)
+                indicies = torch.argsort(gradient, descending=True)
+                large_error_indicies = indicies[:top_n]
+                small_error_indicies = indicies[torch.randperm(len(indicies) - len(large_error_indicies))[:rand_n] + top_n]
+                train_indicies = torch.cat([large_error_indicies, small_error_indicies])
+                hessian[small_error_indicies] *= fact
+
+                tree = _LGBMTree(max_depth=self.max_depth, min_samples_split=self.min_samples_split, n_bins=self.n_bins, reg_lambda=self.reg_lambda, gamma=self.gamma)
+                tree.fit(X[train_indicies], gradient[train_indicies], hessian[train_indicies])
+                prediction = tree.predict(X)
+                pred[:, class_index] += self.learning_rate * prediction
+
+                class_trees.append(tree)
+            trees.append(class_trees)
+        
+        self.trees = trees
+    
+    def predict_proba(self, X):
+        """
+        Applies the fitted LGBMClassifier model to the input data, predicting the probabilities of each class.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data to be classified.
+        Returns:
+            probabilities (torch.Tensor of shape (n_samples, n_classes) or for binary classification (n_samples,)): The predicted probabilities corresponding to each sample.
+        Raises:
+            NotFittedError: If the LGBMClassifier model has not been fitted before predicting.
+            TypeError: If the input matrix is not a PyTorch tensor.
+            ValueError: If the input matrix is not the correct shape.
+        """
+        if not hasattr(self, "initial_log_odds"):
+            raise NotFittedError("LGBMClassifier.fit() must be called before predicting.")
+        if not isinstance(X, torch.Tensor):
+            raise TypeError("The input matrix must be a PyTorch tensor.")
+        if X.ndim != 2 or X.shape[1] != self.n_features:
+            raise ValueError("The input matrix must be a 2 dimensional tensor with the same number of features as the fitted tensor.")
+
+        if self.use_efb: X = self.efb.fit_transform(X)
+
+        if self.n_classes > 2:
+            return self._multi_predict_proba(X)
+        
+        pred = torch.full((X.shape[0],), self.initial_log_odds)
+        
+        for tree in self.trees:
+            prediction = tree.predict(X)
+            pred += self.learning_rate * prediction
+
+        return self.activation.forward(pred)
+
+    def predict(self, X):
+        """
+        Applies the fitted LGBMClassifier model to the input data, predicting the correct classes.
+
+        Args:
+            X (torch.Tensor of shape (n_samples, n_features)): The input data to be classified.
+        Returns:
+            labels (torch.Tensor of shape (n_samples,)): The predicted labels corresponding to each sample.
+        Raises:
+            NotFittedError: If the LGBMClassifier model has not been fitted before predicting.
+            TypeError: If the input matrix is not a PyTorch tensor.
+            ValueError: If the input matrix is not the correct shape.
+        """
+        if not hasattr(self, "initial_log_odds"):
+            raise NotFittedError("LGBMClassifier.fit() must be called before predicting.")
+        if not isinstance(X, torch.Tensor):
+            raise TypeError("The input matrix must be a PyTorch tensor.")
+        if X.ndim != 2 or X.shape[1] != self.n_features:
+            raise ValueError("The input matrix must be a 2 dimensional tensor with the same number of features as the fitted tensor.")
+        
+        if self.use_efb: X = self.efb.fit_transform(X)
+
+        prob = self.predict_proba(X)
+        return prob_to_pred(prob)
+    
+    def _multi_predict_proba(self, X):
+        pred = torch.full((X.shape[0], self.n_classes), self.initial_log_odds)
+
+        for i in range(self.n_classes):
+            class_trees = self.trees[i]
+            for tree in class_trees:
+                pred[:, i] += self.learning_rate * tree.predict(X)
+
+        return self.activation.forward(pred)
+