一、了解LGBM参数:
LGBM是微软发布的轻量梯度提升机,最主要的特点是快,回归和分类树模型。使用LGBM首先需要查看其参数含义:
微软官方github上的说明:
https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst#early_stopping_round
LGBM中文手册:
http://lightgbm.apachecn.org/#/docs/2
所以大致了解参数设置:
1、核心参数:
“objective”: “regression”,
‘boosting’:‘gbdt’,
“learning_rate”: 0.05,
‘num_iterations’:100,
“num_leaves”: 31,
‘num_threads’:-1,
2、学习控制参数
“max_depth”: 10,
‘feature_fraction’:1,
‘bagging_fraction’:0.8,
‘bagging_freq’:8,
‘lambda_l1’:0,
‘lambda_l2’:0,
“min_data_in_leaf”: 20
‘min_sum_hessian_in_leaf’:1e-3