LightGBM代码实现

from __future__ import print_function
import lightgbm as lgb
import sklearn
import numpy
import hyperopt
from hyperopt import hp, fmin, tpe, STATUS_OK, Trials
import colorama
import numpy as np

N_HYPEROPT_PROBES = 500
HYPEROPT_ALGO = tpe.suggest  #  tpe.suggest OR hyperopt.rand.suggest

# ----------------------------------------------------------

colorama.init()

# ---------------------------------------------------------------------

def get_lgb_params(space):
    lgb_params = dict()
    lgb_params['boosting_type'] = space['boosting_type'] if 'boosting_type' in space else 'gbdt'
    lgb_params['objective'] = 'regression'
    lgb_params['metric'] = 'rmse'
    lgb_params['learning_rate'] = space['learning_rate']
    lgb_params['num_leaves'] = int(space['num_leaves'])
    lgb_params['min_data_in_leaf'] = int(space['min_data_in_leaf&#