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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),
        }

GPU Support

  • Build with GPU Support: python setup.py install --gpu --opencl-include-dir=/usr/local/cuda/include/ --opencl-library=/usr/local/cuda/lib64/libOpenCL.so
  • Install with GPU Support: pip install lightgbm --install-option=--gpu --install-option=--opencl-include-dir=/usr/local/cuda/include/ --install-option=--opencl-library=/usr/local/cuda/lib64/libOpenCL.so

To use the GPU you have to provide 'device_type': 'gpu' to parameters.

lightgbm.txt · Last modified: 2020/08/26 22:10 by pmay