lgb.cv | R Documentation |
Cross validation logic used by LightGBM
lgb.cv( params = list(), data, nrounds = 100L, nfold = 3L, label = NULL, weight = NULL, obj = NULL, eval = NULL, verbose = 1L, record = TRUE, eval_freq = 1L, showsd = TRUE, stratified = TRUE, folds = NULL, init_model = NULL, colnames = NULL, categorical_feature = NULL, early_stopping_rounds = NULL, callbacks = list(), reset_data = FALSE, ... )
params |
a list of parameters. See the "Parameters" section of the documentation for a list of parameters and valid values. |
data |
a |
nrounds |
number of training rounds |
nfold |
the original dataset is randomly partitioned into |
label |
Vector of labels, used if |
weight |
vector of response values. If not NULL, will set to dataset |
obj |
objective function, can be character or custom objective function. Examples include
|
eval |
evaluation function(s). This can be a character vector, function, or list with a mixture of strings and functions.
|
verbose |
verbosity for output, if <= 0, also will disable the print of evaluation during training |
record |
Boolean, TRUE will record iteration message to |
eval_freq |
evaluation output frequency, only effect when verbose > 0 |
showsd |
|
stratified |
a |
folds |
|
init_model |
path of model file of |
colnames |
feature names, if not null, will use this to overwrite the names in dataset |
categorical_feature |
categorical features. This can either be a character vector of feature
names or an integer vector with the indices of the features (e.g.
|
early_stopping_rounds |
int. Activates early stopping. When this parameter is non-null,
training will stop if the evaluation of any metric on any validation set
fails to improve for |
callbacks |
List of callback functions that are applied at each iteration. |
reset_data |
Boolean, setting it to TRUE (not the default value) will transform the booster model into a predictor model which frees up memory and the original datasets |
... |
other parameters, see Parameters.rst for more information. A few key parameters:
NOTE: As of v3.3.0, use of |
a trained model lgb.CVBooster
.
"early stopping" refers to stopping the training process if the model's performance on a given validation set does not improve for several consecutive iterations.
If multiple arguments are given to eval
, their order will be preserved. If you enable
early stopping by setting early_stopping_rounds
in params
, by default all
metrics will be considered for early stopping.
If you want to only consider the first metric for early stopping, pass
first_metric_only = TRUE
in params
. Note that if you also specify metric
in params
, that metric will be considered the "first" one. If you omit metric
,
a default metric will be used based on your choice for the parameter obj
(keyword argument)
or objective
(passed into params
).
data(agaricus.train, package = "lightgbm") train <- agaricus.train dtrain <- lgb.Dataset(train$data, label = train$label) params <- list( objective = "regression" , metric = "l2" , min_data = 1L , learning_rate = 1.0 ) model <- lgb.cv( params = params , data = dtrain , nrounds = 5L , nfold = 3L )
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