lightgbm 训练模型代码

import lightgbm as lgb
import pandas as pd


def lgb_train(x_train, y_train, x_test, y_test):
    clf = lgb.LGBMClassifier(
        boosting_type='gbdt',
        # num_leaves=31,
        num_leaves=31,
        reg_alpha=0.05,
        reg_lambda=1.5,
        max_depth=-1,
        n_estimators=1200,
        objective='binary',
        subsample=0.85,
        colsample_bytree=0.8,
        subsample_freq=1,
        learning_rate=0.035,
#         min_child_weight=0.1,
        min_child_samples=25,
        seed=2021,
        nthread=-1)

    clf.fit(X, y, eval_metric='auc', verbose=True, eval_set=[(x_train,y_train),(x_test,y_test)], early_stopping_rounds=5,categorical_feature='auto')
    
    y_pred = clf.predict_proba(x_test)[:, 1]
    auc = roc_auc_score(y_test, y_pred)
    print(f"lgb-auc:  {auc}")
    importance = pd.Series(data=clf.feature_importances_, index=feature_col, name=("colname", "importance")).sort_values(
        ascending=False).to_frame()
    importance.to_csv('import.csv')
    return clf