lightgbm java_LightGBM两种使用方式

原生形式使用lightgbm(import lightgbm as lgb)

import lightgbm as lgb

from sklearn.metrics import mean_squared_error

from sklearn.datasets import load_iris

from sklearn.model_selection import train_test_split

# 加载数据

iris = load_iris()

data = iris.data

target = iris.target

# 划分训练集和测试集

X_train, X_test, y_train, y_test = train_test_split(data, target, test_size=0.2)

print("Train data length:", len(X_train))

print("Test data length:", len(X_test))

# 转换为Dataset数据格式

lgb_train = lgb.Dataset(X_train, y_train)

lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)

# 参数

params = {

'task': 'train',

'boosting_type': 'gbdt', # 设置提升类型

'objective': 'regression', # 目标函数

'metric': {'l2', 'auc'}, # 评估函数

'num_leaves': 31, # 叶子节点数

'learning_rate': 0.05, # 学习速率

'feature_fraction': 0.9, # 建树的特征选择比例

'bagging_fraction': 0.8, # 建树的样本采样比例

'bagging_freq': 5, # k 意味着每 k 次迭代执行bagging

'verbose': 1 # <0 显示致命的, =0 显示错误 (警告), >0 显示信息

}

# 模型训练

gbm = lgb.train(params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, early_stopping_rounds=5)

# 模型保存

gbm.save_model('model.txt')

# 模型加载

gbm = lgb.Booster(model_file='model.txt')

# 模型预测

y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration)

# 模型评估

print('The rmse of prediction is:', mean_squared_error(y_test, y_pred) ** 0.5)

Sklearn接口形式使用lightgbm(from lightgbm import LGBMRegressor)

from lightgbm import LGBMRegressor

from sklearn.metrics import mean_squared_error

from sklearn.model_selection import GridSearchCV

from sklearn.datasets import load_iris

from sklearn.model_selection import train_test_split

from sklearn.externals import joblib

# 加载数据

iris = load_iris()

data = iris.data

target = iris.target

# 划分训练数据和测试数据

X_train, X_test, y_train, y_test = train_test_split(data, target, test_size=0.2)

# 模型训练

gbm = LGBMRegressor(objective='regression', num_leaves=31, learning_rate=0.05, n_estimators=20)

gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], eval_metric='l1', early_stopping_rounds=5)

# 模型存储

joblib.dump(gbm, 'loan_model.pkl')

# 模型加载

gbm = joblib.load('loan_model.pkl')

# 模型预测

y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration_)

# 模型评估

print('The rmse of prediction is:', mean_squared_error(y_test, y_pred) ** 0.5)

# 特征重要度

print('Feature importances:', list(gbm.feature_importances_))

# 网格搜索，参数优化

estimator = LGBMRegressor(num_leaves=31)

param_grid = {

'learning_rate': [0.01, 0.1, 1],

'n_estimators': [20, 40]

}

gbm = GridSearchCV(estimator, param_grid)

gbm.fit(X_train, y_train)

print('Best parameters found by grid search are:', gbm.best_params_)