def METHOD_NAME():
    fd = FileLoader('../../examples/multiclass_classification', 'multiclass')
    X_train, y_train, _ = fd.load_dataset('.train')
    X_test, _, X_test_fn = fd.load_dataset('.test')
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.LGBMClassifier(**fd.params)
    gbm.fit(X_train, y_train)
    sk_pred = gbm.predict_proba(X_test)
    fd.train_predict_check(lgb_train, X_test, X_test_fn, sk_pred)
    fd.file_load_check(lgb_train, '.train')