LightGBM参数的贝叶斯搜索

最新推荐文章于 2024-05-01 00:41:51 发布

i_chase

最新推荐文章于 2024-05-01 00:41:51 发布

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本文链接：https://blog.csdn.net/qq_39638957/article/details/88556575

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首先定义要优化的目标：

#定义要优化的目标
def LGB_L1_bayesian(num_leaves, learning_rate, feature_fraction,
                lambda_l1, lambda_l2, max_depth, bagging_fraction, bagging_freq):
    
    # LightGBM expects next three parameters need to be integer. So we make them integer
    num_leaves = int(num_leaves)
    max_depth = int(max_depth)
    bagging_freq = int(bagging_freq)
    
    assert type(num_leaves) == int
    assert type(max_depth) == int
    assert type(bagging_freq) == int
    
    param = {
        'num_leaves': num_leaves,
        'learning_rate': learning_rate,
        'bagging_fraction': bagging_fraction,
        'bagging_freq': bagging_freq,
        'feature_fraction': feature_fraction,
        'lambda_l1': lambda_l1,
        'lambda_l2': lambda_l2,
        'max_depth': max_depth,
        'save_binary': True,