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it:lightgbm

LightGBM

Advantages

LightGBM loads the best model after early stopping (in contrast to XGBoost). See here: https://lightgbm.readthedocs.io/en/latest/Python-Intro.html#early-stopping

Hyperparameter

Useful hyperopt search space:

space = {
    'num_leaves' : hp.quniform('num_leaves', 100, 600, 10),
    'min_data_in_leaf' : hp.quniform('min_data_in_leaf', 10, 30, 1),
    'max_bin' : hp.quniform('max_bin', 200, 2000, 10),
    'bagging_fraction' : hp.uniform('bagging_fraction', 0.01, 1.0),
    'bagging_freq' : hp.quniform('bagging_freq', 0, 10, 1),
    'feature_fraction' :  hp.uniform('feature_fraction', 0.5, 1.0),
    'lambda_l2' : hp.uniform('lambda_l2', 0.0, 70.0),
    'min_gain_to_split' : hp.uniform('min_gain_to_split', 0.0, 2.0),
}

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it/lightgbm.txt · Last modified: 2019/06/06 10:08 by pmay