sklearn与LightGBM配合使用

LightGBM建模，sklearn评估

# coding: utf-8
import lightgbm as lgb
import pandas as pd
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import GridSearchCV

# 加载数据
print('加载数据...')
df_train = pd.read_csv('./data/regression.train.txt', header=None, sep='\t')
df_test = pd.read_csv('./data/regression.test.txt', header=None, sep='\t')

# 取出特征和标签
y_train = df_train[0].values
y_test = df_test[0].values
X_train = df_train.drop(0, axis=1).values
X_test = df_test.drop(0, axis=1).values

print('开始训练...')
# 直接初始化LGBMRegressor
# 这个LightGBM的Regressor和sklearn中其他Regressor基本是一致的
gbm = lgb.LGBMRegressor(objective