#' @title Regression LightGBM Learner
#'
#' @aliases mlr_learners_regr.lightgbm
#' @format [R6::R6Class] inheriting from [mlr3::LearnerRegr].
#'
#' @importFrom mlr3 mlr_learners LearnerRegr
#'
#' @export
LearnerRegrLightGBM = R6::R6Class(
"LearnerRegrLightGBM",
inherit = LearnerRegr,
public = list(
#' @description
#' Creates a new instance of this [R6][R6::R6Class] class.
initialize = function() {
# initialize ParamSet
ps = ParamSet$new(
# https://lightgbm.readthedocs.io/en/latest/Parameters.html#
params = list(
#######################################
# Arguments of lgb.train/lgb.cv
ParamUty$new(
id = "custom_eval",
default = NULL,
tags = c("args", "train")),
ParamLgl$new(
id = "nrounds_by_cv",
default = TRUE,
tags = c("args", "train")),
ParamInt$new(
id = "nfolds",
default = 5L,
lower = 3L,
tags = c("args", "train")),
ParamUty$new(
id = "init_model",
default = NULL,
tags = c("args", "train")),
#######################################
#######################################
# Regression only
ParamFct$new(
id = "objective",
default = "regression",
levels = c(
"regression",
"regression_l1",
"huber",
"fair",
"poisson",
"quantile",
"mape",
"gamma",
"tweedie"),
tags = "train"),
ParamLgl$new(
id = "reg_sqrt",
default = FALSE,
tags = c(
"train",
"regression")),
# % constraints: alpha > 0.0
ParamDbl$new(
id = "alpha",
default = 0.9,
lower = 0.0,
tags = c(
"train",
"huber",
"quantile")),
# % constraints: fair_c > 0.0
ParamDbl$new(
id = "fair_c",
default = 1.0,
lower = 0.0,
tags = c(
"train",
"fair")),
# % constraints: poisson_max_delta_step > 0.0
ParamDbl$new(
id = "poisson_max_delta_step",
default = 0.7,
lower = 0.0,
tags = c(
"train",
"poisson")),
# % constraints: 1.0 <= tweedie_variance_power < 2.0
ParamDbl$new(
id = "tweedie_variance_power",
default = 1.5,
lower = 1.0,
upper = 2.0,
tags = c(
"train",
"tweedie")),
# Metric Parameters
ParamFct$new(
id = "metric",
default = "",
levels = c(
"", "None",
"l1", "mean_absolute_error",
"mae", "regression_l1",
"l2", "mean_squared_error",
"mse", "regression_l2",
"regression", "rmse",
"root_mean_squared_error", "l2_root",
"quantile", "lambdarank",
"mean_absolute_percentage_error",
"mean_average_precision", "mape",
"huber", "fair",
"poisson", "gamma",
"gamma_deviance", "tweedie"),
tags = "train"),
#######################################
#######################################
# Core Parameters
ParamFct$new(
id = "boosting",
default = "gbdt",
levels = c(
"gbdt",
"rf",
"dart",
"goss"),
tags = "train"),
# % constraints: num_iterations >= 0
# Note: internally, LightGBM constructs
# num_class * num_iterations
# trees for multi-class classification problems
ParamInt$new(
id = "num_iterations",
default = 100L,
lower = 0L,
tags = "train"),
# % constraints: learning_rate > 0.0
ParamDbl$new(
id = "learning_rate",
default = 0.1,
lower = 0.0,
tags = "train"),
# % constraints: 1 < num_leaves <= 131072
ParamInt$new(
id = "num_leaves",
default = 31L,
lower = 1L,
upper = 131072L,
tags = "train"),
ParamFct$new(
id = "tree_learner",
default = "serial",
levels = c(
"serial",
"feature",
"data",
"voting"),
tags = "train"),
ParamInt$new(
id = "num_threads",
default = 0L,
lower = 0L,
tags = "train"),
ParamFct$new(
id = "device_type",
default = "cpu",
levels = c("cpu", "gpu"),
tags = "train"),
ParamUty$new(
id = "seed",
default = "None",
tags = "train"),
#######################################
# Learning Control Parameters
ParamLgl$new(
id = "force_col_wise",
default = FALSE,
tags = "train"),
ParamLgl$new(
id = "force_row_wise",
default = FALSE,
tags = "train"),
ParamDbl$new(
id = "histogram_pool_size",
default = -1.0,
tags = "train"),
# % <= 0 means no limit
ParamInt$new(
id = "max_depth",
default = -1L,
tags = "train"),
# % constraints: min_data_in_leaf >= 0
ParamInt$new(
id = "min_data_in_leaf",
default = 20L,
lower = 0L,
tags = "train"),
# % constraints: min_sum_hessian_in_leaf >= 0.0
# Note: to enable bagging, bagging_freq
# should be set to a non
# zero value as well
ParamDbl$new(
id = "min_sum_hessian_in_leaf",
default = 1e-3,
lower = 0,
tags = "train"),
# % constraints: 0.0 < bagging_fraction <= 1.0
ParamDbl$new(
id = "bagging_fraction",
default = 1.0,
lower = 0.0,
upper = 1.0,
tags = "train"),
# % constraints: 0.0 < pos_bagging_fraction <= 1.0
# Note: to enable this, you need to set bagging_freq and
# neg_bagging_fraction as well
# Note: if both pos_bagging_fraction and
# neg_bagging_fraction
# are set to 1.0, balanced bagging is disabled
# Note: if balanced bagging is enabled,
# bagging_fraction will be ignored
ParamDbl$new(
id = "pos_bagging_fraction",
default = 1.0,
lower = 0.0,
upper = 1.0,
tags = "train"),
# % constraints: 0.0 < neg_bagging_fraction <= 1.0
ParamDbl$new(
id = "neg_bagging_fraction",
default = 1.0,
lower = 0,
upper = 1.0,
tags = "train"),
# Note: to enable bagging, bagging_fraction
# should be set to value
# smaller than 1.0 as well
ParamInt$new(
id = "bagging_freq",
default = 0L,
lower = 0L,
tags = "train"),
ParamInt$new(
id = "bagging_seed",
default = 3L,
tags = "train"),
# % constraints: 0.0 < feature_fraction <= 1.0
ParamDbl$new(
id = "feature_fraction",
default = 1.0,
lower = 0.0,
upper = 1.0,
tags = "train"),
# % constraints: 0.0 < feature_fraction_bynode <= 1.0
# Note: unlike feature_fraction, this cannot
# speed up training
# Note: if both feature_fraction and
# feature_fraction_bynode are
# smaller than 1.0, the final fraction of
# each node is
# % feature_fraction * feature_fraction_bynode
ParamDbl$new(
id = "feature_fraction_bynode",
default = 1.0,
lower = 0.0,
upper = 1.0,
tags = "train"),
ParamInt$new(
id = "feature_fraction_seed",
default = 2L,
tags = "train"),
ParamLgl$new(
id = "extra_trees",
default = FALSE,
tags = "train"),
ParamInt$new(
id = "extra_seed",
default = 6L,
tags = "train"),
# <= 0 means disable
ParamInt$new(
id = "early_stopping_round",
default = 0L,
tags = "train"),
ParamLgl$new(
id = "first_metric_only",
default = FALSE,
tags = "train"),
# <= 0 means no constraint
ParamDbl$new(
id = "max_delta_step",
default = 0.0,
tags = "train"),
# % constraints: lambda_l1 >= 0.0
ParamDbl$new(
id = "lambda_l1",
default = 0.0,
lower = 0.0,
tags = "train"),
# % constraints: lambda_l2 >= 0.0
ParamDbl$new(
id = "lambda_l2",
default = 0.0,
lower = 0.0,
tags = "train"),
# % constraints: min_gain_to_split >= 0.0
ParamDbl$new(
id = "min_gain_to_split",
default = 0.0,
lower = 0.0,
tags = "train"),
# % constraints: 0.0 <= drop_rate <= 1.0
ParamDbl$new(
id = "drop_rate",
default = 0.1,
lower = 0.0,
upper = 1.0,
tags = c("train", "dart")),
# <=0 means no limit
ParamInt$new(
id = "max_drop",
default = 50L,
tags = c("train", "dart")),
# % constraints: 0.0 <= skip_drop <= 1.0
ParamDbl$new(
id = "skip_drop",
default = 0.5,
lower = 0.0,
upper = 1.0,
tags = c("train", "dart")),
ParamLgl$new(
id = "xgboost_dart_mode",
default = FALSE,
tags = c("train", "dart")),
ParamLgl$new(
id = "uniform_drop",
default = FALSE,
tags = c("train", "dart")),
ParamInt$new(
id = "drop_seed",
default = 4L,
tags = c("train", "dart")),
# % constraints: 0.0 <= top_rate <= 1.0
ParamDbl$new(
id = "top_rate",
default = 0.2,
lower = 0.0,
upper = 1.0,
tags = c("train", "goss")),
# % constraints: 0.0 <= other_rate <= 1.0
ParamDbl$new(
id = "other_rate",
default = 0.1,
lower = 0.0,
upper = 1.0,
tags = c("train", "goss")),
# % constraints: min_data_per_group > 0
ParamInt$new(
id = "min_data_per_group",
default = 100L,
lower = 1L,
tags = "train"),
# % constraints: max_cat_threshold > 0
ParamInt$new(
id = "max_cat_threshold",
default = 32L,
lower = 1L,
tags = "train"),
# % constraints: cat_l2 >= 0.0
ParamDbl$new(
id = "cat_l2",
default = 10.0,
lower = 0.0,
tags = "train"),
# % constraints: cat_smooth >= 0.0
ParamDbl$new(
id = "cat_smooth",
default = 10.0,
lower = 0.0,
tags = "train"),
# % constraints: max_cat_to_onehot > 0
ParamInt$new(
id = "max_cat_to_onehot",
default = 4L,
lower = 1L,
tags = "train"),
# % constraints: top_k > 0
ParamInt$new(
id = "top_k",
default = 20L,
lower = 1L,
tags = "train"),
# % constraints: cegb_tradeoff >= 0.0
ParamDbl$new(
id = "cegb_tradeoff",
default = 1.0,
lower = 0.0,
tags = "train"),
# % constraints: cegb_penalty_split >= 0.0
ParamDbl$new(
id = "cegb_penalty_split",
default = 0.0,
lower = 0.0,
tags = "train"),
#######################################
# IO Parameters
ParamInt$new(
id = "verbose",
default = 1L,
tags = "train"),
ParamUty$new(
id = "input_model",
default = "",
tags = "train"),
ParamUty$new(
id = "output_model",
default = "LightGBM_model.txt",
tags = "train"),
ParamInt$new(
id = "snapshot_freq",
default = -1L,
tags = "train"),
# % constraints: max_bin > 1
ParamInt$new(
id = "max_bin",
default = 255L,
lower = 2L,
tags = "train"),
# % constraints: min_data_in_bin > 0
ParamInt$new(
id = "min_data_in_bin",
default = 3L,
lower = 1L,
tags = "train"),
# % constraints: bin_construct_sample_cnt > 0
ParamInt$new(
id = "bin_construct_sample_cnt",
default = 200000L,
lower = 1L,
tags = "train"),
ParamInt$new(
id = "data_random_seed",
default = 1L,
tags = "train"),
ParamLgl$new(
id = "is_enable_sparse",
default = TRUE,
tags = "train"),
ParamLgl$new(
id = "enable_bundle",
default = TRUE,
tags = "train"),
ParamLgl$new(
id = "use_missing",
default = TRUE,
tags = "train"),
ParamLgl$new(
id = "zero_as_missing",
default = FALSE,
tags = "train"),
ParamLgl$new(
id = "feature_pre_filter",
default = TRUE,
tags = "train"),
ParamLgl$new(
id = "pre_partition",
default = FALSE,
tags = "train"),
ParamLgl$new(
id = "two_round",
default = FALSE,
tags = "train"),
ParamLgl$new(
id = "header",
default = FALSE,
tags = "train"),
ParamUty$new(
id = "group_column",
default = "",
tags = "train"),
ParamUty$new(
id = "ignore_column",
default = "",
tags = "train"),
ParamUty$new(
id = "categorical_feature",
default = "",
tags = "train"),
#######################################
#######################################
# Predict Parameters TODO are they needed?
# Convert Parameters TODO are they needed?
#######################################
#######################################
# Objective Parameters
ParamInt$new(
id = "objective_seed",
default = 5L,
tags = c("train", "rank_xendcg")),
# moved num_class up to classification part
# moved is_unbalance up to classification part
# moved scale_pos_weight up to classification part
# moved sigmoid up to classification part
ParamLgl$new(
id = "boost_from_average",
default = TRUE,
tags = c(
"train", "regression", "binary",
"multiclassova", "cross-entropy")),
# moved req_sqrt up to regression part
# moved alpha up to regression part
# moved fair_c up to regression part
# moved poisson_max_delta_step up to regression part
# moved tweedie_variance_power up to regression part
# moved lambdarank_truncation_level up to classification part
# moved lambdarank_norm up to classification part
# moved label_gain up to classification part
#######################################
# Metric Parameters
# % constraints: metric_freq > 0
ParamInt$new(
id = "metric_freq",
default = 1L,
lower = 1L,
tags = "train"),
ParamLgl$new(
id = "is_provide_training_metric",
default = FALSE,
tags = "train")
)
)
# custom defaults
ps$values = list(
# FIXME: Add this change to the description of the help page
# Be silent by default
verbose = -1,
# Find best num_iterations with internal cross-validation by default
nrounds_by_cv = TRUE,
# Do a 5-fold CV by default
nfolds = 5,
# Default objective is "regression"
objective = "regression"
)
super$initialize(
# see the mlr3book for a description:
# https://mlr3book.mlr-org.com/extending-mlr3.html
id = "regr.lightgbm",
packages = "lightgbm",
feature_types = c(
"numeric", "integer"
),
predict_types = "response",
param_set = ps,
properties = c(
"weights",
"missings",
"importance"),
man = "mlr3learners.lightgbm::mlr_learners_regr.lightgbm"
)
},
#' @description The importance function
importance = function() {
if (is.null(self$model)) {
stop("No model stored")
}
if (is.null(private$imp)) {
private$imp = lightgbm::lgb.importance(self$model)
}
# this is required to correctly format importance values
# otherwise, unit tests will fail
if (nrow(private$imp) != 0) {
ret = sapply(private$imp$Feature, function(x) {
return(private$imp[which(private$imp$Feature == x), ]$Gain)
}, USE.NAMES = TRUE, simplify = TRUE)
} else {
ret = sapply(
private$dtrain$get_colnames(),
function(x) {
return(0)
},
USE.NAMES = TRUE, simplify = FALSE)
}
return(unlist(ret))
}
),
private = list(
# save importance values
imp = NULL,
# save training data (required for accessing function get_colnames()
# from importance and from prediction)
dtrain = NULL,
.train = function(task) {
# get label
label = task$data(cols = task$target_names)[[1]]
# prepare data for lightgbm
data = task$data(
cols = task$feature_names,
data_format = "data.table"
)
# create lightgbm dataset
private$dtrain = lightgbm::lgb.Dataset(
data = as.matrix(data),
label = label,
free_raw_data = FALSE
)
# set weights in dtrain (if available in task)
if ("weights" %in% task$properties) {
lightgbm::setinfo(
private$dtrain,
"weight",
task$weights$weight
)
}
# set "metric" to "none", if custom eval provided
if (!is.null(self$param_set$values[["custom_eval"]])) {
self$param_set$values$metric = "None"
}
# extract args-parameters
feval = self$param_set$values[["custom_eval"]]
nrounds_by_cv = self$param_set$values[["nrounds_by_cv"]]
nfolds = self$param_set$values[["nfolds"]]
init_model = self$param_set$values[["init_model"]]
# get names of parameters to keep
keep_params = setdiff(
names(self$param_set$values),
names(self$param_set$get_values(tags = "args"))
)
# get training parameters
pars = self$param_set$get_values(tags = "train")
# remove args parameters
pars = pars[keep_params]
# train CV model, in case that nrounds_by_cv is true
if (isTRUE(nrounds_by_cv)) {
message(
sprintf(
paste0("Optimizing nrounds with %s fold CV."),
nfolds
)
)
# train the CV-model
cv_model = lightgbm::lgb.cv(
params = pars
, data = private$dtrain
, nfold = nfolds
, stratified = TRUE
, eval = feval
, init_model = init_model
)
message(
sprintf(
paste0("CV results: best iter %s; best score: %s"),
cv_model$best_iter, cv_model$best_score
)
)
# replace num_iterations with value found with CV
pars[["num_iterations"]] = cv_model$best_iter
# set early_stopping to NULL since this is not needed in final
# training anymore
# Lorenz: otherwise, if we wouldn't reset it,
# an error would be thrown, since early stopping
# would only work together with a validation set in lgb.train
# what we don't want... early_stopping has been set during the CV step;
# we do not want early_stopping in final training
# but instead use best num_iterations found
# with CV.
pars[["early_stopping_round"]] = NULL
}
# train model
mlr3misc::invoke(
.f = lightgbm::lgb.train
, data = private$dtrain
, params = pars
, eval = feval
, init_model = init_model
) # use the mlr3misc::invoke function (it's similar to do.call())
},
.predict = function(task) {
newdata = task$data(
cols = task$feature_names,
data_format = "data.table"
) # get newdata
data.table::setcolorder(
newdata,
private$dtrain$get_colnames()
)
# create lgb.Datasets
p = mlr3misc::invoke(
.f = self$model$predict
, data = as.matrix(newdata)
, reshape = TRUE
)
mlr3::PredictionRegr$new(
task = task,
response = p
)
}
)
)
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