View source: R/070_Hyperparameters.R
| setup_LightRF | R Documentation |
Setup hyperparameters for LightRF training.
setup_LightRF(
nrounds = 500L,
num_leaves = 4096L,
max_depth = -1L,
feature_fraction = NULL,
bagging_fraction = 0.623,
lambda_l1 = 0,
lambda_l2 = 0,
max_cat_threshold = 32L,
min_data_per_group = 32L,
linear_tree = FALSE,
ifw = FALSE,
objective = NULL,
early_stopping_min_delta = 0,
deterministic = FALSE,
objective_seed = 5L,
force_row_wise = FALSE,
histogram_pool_size = -1,
top_k = NULL,
pos_bagging_fraction = 1,
neg_bagging_fraction = 1,
bagging_seed = 3L,
feature_fraction_bynode = 1,
feature_fraction_seed = 2L,
cegb_tradeoff = 1,
cegb_penalty_split = 0,
cegb_penalty_feature_lazy = NULL,
cegb_penalty_feature_coupled = NULL,
use_quantized_grad = FALSE,
num_grad_quant_bins = NULL,
quant_train_renew_leaf = NULL,
stochastic_rounding = NULL,
monotone_constraints = NULL,
monotone_constraints_method = NULL,
monotone_penalty = NULL,
interaction_constraints = NULL,
feature_contri = NULL,
min_data_in_leaf = 20L,
min_sum_hessian_in_leaf = 0.001,
min_gain_to_split = 0,
max_delta_step = 0,
path_smooth = 0,
extra_trees = FALSE,
extra_seed = 6L,
linear_lambda = NULL,
max_bin = 255L,
min_data_in_bin = 3L,
use_missing = TRUE,
zero_as_missing = FALSE,
cat_l2 = 10,
cat_smooth = 10,
max_cat_to_onehot = 4L,
alpha = NULL,
tweedie_variance_power = NULL,
fair_c = NULL,
poisson_max_delta_step = NULL,
sigmoid = NULL,
boost_from_average = NULL,
reg_sqrt = NULL,
device_type = NULL,
tree_learner = "serial",
force_col_wise = TRUE
)
nrounds |
(Tunable) Integer [1, Inf): Number of boosting rounds. |
num_leaves |
(Tunable) Integer [1, Inf): Maximum number of leaves in one tree. |
max_depth |
(Tunable) Integer: Maximum depth of trees. -1 = no limit. |
feature_fraction |
(Tunable) Optional Numeric (0, 1]: Fraction of features to use. NULL derives it from the data: sqrt(n_features)/n_features for classification, 0.33 for regression. |
bagging_fraction |
(Tunable) Numeric (0, 1]: Fraction of cases sampled per tree. |
lambda_l1 |
(Tunable) Numeric [0, Inf): L1 regularization. |
lambda_l2 |
(Tunable) Numeric [0, Inf): L2 regularization. |
max_cat_threshold |
(Tunable) Integer [1, Inf): Maximum number of categories for categorical features. |
min_data_per_group |
(Tunable) Integer [1, Inf): Minimum number of observations per categorical group. |
linear_tree |
(Tunable) Logical: If TRUE, use linear trees. |
ifw |
(Tunable) Logical: If TRUE, use Inverse Frequency Weighting in classification. |
objective |
Optional Character: Objective function. NULL = set from outcome type. |
early_stopping_min_delta |
(Tunable) Numeric [0, Inf): Smallest improvement that resets the early-stopping counter. |
deterministic |
Logical: Force reproducible results at some cost in speed. |
objective_seed |
Integer: Random seed for the objective, where it draws. |
force_row_wise |
Logical: Force row-wise histogram building. Cheaper in memory than column-wise, slower per iteration. |
histogram_pool_size |
Numeric: Memory cap in MB for the histogram cache; -1 leaves it uncapped. |
top_k |
(Tunable) Optional Integer [1, Inf): Features each machine votes for in
the voting tree learner. Requires |
pos_bagging_fraction |
(Tunable) Numeric (0, 1]: Fraction of positive cases sampled per tree, for a binary outcome. |
neg_bagging_fraction |
(Tunable) Numeric (0, 1]: Fraction of negative cases sampled per tree, for a binary outcome. |
bagging_seed |
Integer: Random seed for bagging. |
feature_fraction_bynode |
(Tunable) Numeric (0, 1]: Fraction of features sampled at each node, on top of the per-tree fraction. |
feature_fraction_seed |
Integer: Random seed for feature sampling. |
cegb_tradeoff |
(Tunable) Numeric [0, Inf): Overall multiplier on every cost-efficiency penalty. Its scale is not comparable between boosting modes. |
cegb_penalty_split |
(Tunable) Numeric [0, Inf): Cost charged per split, in units of loss reduction. |
cegb_penalty_feature_lazy |
Optional List: Per-feature cost charged the first time a case uses it, in [0, Inf). One vector applied to every tree, or one vector per tree. NULL charges no cost. |
cegb_penalty_feature_coupled |
Optional List: Per-feature cost charged the first time any case uses it, in [0, Inf). One vector applied to every tree, or one vector per tree. NULL charges no cost. |
use_quantized_grad |
Logical: Discretize gradients before finding splits. Faster, and changes the fit. |
num_grad_quant_bins |
(Tunable) Optional Integer [2, Inf): Bins the gradients are
discretized into. Requires |
quant_train_renew_leaf |
Optional Logical: Recompute leaf values from the exact
gradients after each iteration. Requires |
stochastic_rounding |
Optional Logical: Round gradients stochastically rather than
to nearest. Requires |
monotone_constraints |
Optional Integer [-1, 1] vector: Per-feature monotonicity: 1 increasing, -1 decreasing, 0 unconstrained. One value per feature. NULL constrains no feature. |
monotone_constraints_method |
Optional Character {"basic", "intermediate",
"advanced"}: How monotonicity is enforced. Requires |
monotone_penalty |
(Tunable) Optional Numeric [0, Inf): Depth penalty on splits
that would break monotonicity. Requires |
interaction_constraints |
Optional Character: Feature groups permitted to interact, in LightGBM's own bracketed form, e.g. "[0,1],[2,3]". NULL permits every interaction. |
feature_contri |
Optional Numeric vector: Per-feature multiplier on split gain, one value per feature. NULL uses 1 for every feature. |
min_data_in_leaf |
(Tunable) Integer [0, Inf): Minimum number of cases in a leaf. |
min_sum_hessian_in_leaf |
(Tunable) Numeric [0, Inf): Minimum sum of hessians in a leaf: the smooth counterpart of a case count. |
min_gain_to_split |
(Tunable) Numeric [0, Inf): Minimum loss reduction a split must buy to be made. |
max_delta_step |
(Tunable) Numeric: Cap on each leaf's output; 0 or less leaves it uncapped. |
path_smooth |
(Tunable) Numeric [0, Inf): Smooth each leaf towards its parent, more strongly the fewer cases it holds. |
extra_trees |
(Tunable) Logical: Choose one split threshold per feature at random rather than the best. |
extra_seed |
Integer: Random seed for the thresholds |
linear_lambda |
(Tunable) Optional Numeric [0, Inf): L2 penalty on the linear models
fitted at the leaves. Requires |
max_bin |
(Tunable) Integer [2, Inf): Most bins a feature is discretized into. Fewer is faster and more regularized. |
min_data_in_bin |
(Tunable) Integer [1, Inf): Minimum number of cases per bin. |
use_missing |
Logical: Handle missing values. FALSE ignores them. |
zero_as_missing |
Logical: Treat zeros as missing, rather than only NA. |
cat_l2 |
(Tunable) Numeric [0, Inf): L2 regularization on a categorical split. |
cat_smooth |
(Tunable) Numeric [0, Inf): Smoothing over categorical levels, which reduces the effect of rare ones. |
max_cat_to_onehot |
(Tunable) Integer [1, Inf): Below this many levels, split one-versus-rest rather than by partition. |
alpha |
(Tunable) Optional Numeric (0, Inf): Huber delta or quantile level.
Requires |
tweedie_variance_power |
(Tunable) Optional Numeric [1, 2): Tweedie power: 1 is
Poisson-like, near 2 is gamma-like. Requires |
fair_c |
(Tunable) Optional Numeric (0, Inf): Fair loss scale. Requires
|
poisson_max_delta_step |
(Tunable) Optional Numeric (0, Inf): Step cap
safeguarding Poisson optimization. Requires |
sigmoid |
(Tunable) Optional Numeric (0, Inf): Sigmoid slope, for a binary or one-vs-all objective. NULL uses LightGBM's default of 1. |
boost_from_average |
Optional Logical: Start boosting from the constant score that best fits the outcome under the objective, such as its mean for regression. NULL uses LightGBM's default of TRUE. |
reg_sqrt |
Optional Logical: Fit the square root of the outcome and square the prediction back, for the "regression", "regression_l1", "fair", "quantile" or "mape" objective. NULL uses LightGBM's default of FALSE. |
device_type |
Optional Character: Deprecated and ignored. Set the compute device in the
|
tree_learner |
Character {"serial", "feature", "data", "voting"}: Tree learner type. |
force_col_wise |
Logical: Use only with CPU - If TRUE, force col-wise histogram building. |
Get more information from lightgbm::lgb.train.
Note that boosting, learning_rate, bagging_freq and
early_stopping_rounds are constants here: they cannot be set, because
they are what makes lightgbm train a random forest. All of them are
settable when training gradient boosting with LightGBM.
LightRFHyperparameters object.
EDG
lightrf_hyperparams <- setup_LightRF(nrounds = 1000L, ifw = FALSE)
lightrf_hyperparams
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