Main training logic for LightGBM
Logic to train with LightGBM
lgb.train( params = list(), data, nrounds = 10L, valids = list(), obj = NULL, eval = NULL, verbose = 1L, record = TRUE, eval_freq = 1L, init_model = NULL, colnames = NULL, categorical_feature = NULL, early_stopping_rounds = NULL, callbacks = list(), reset_data = FALSE, ... )
params |
List of parameters |
data |
a |
nrounds |
number of training rounds |
valids |
a list of |
obj |
objective function, can be character or custom objective function. Examples include
|
eval |
evaluation function(s). This can be a character vector, function, or list with a mixture of strings and functions.
|
verbose |
verbosity for output, if <= 0, also will disable the print of evaluation during training |
record |
Boolean, TRUE will record iteration message to |
eval_freq |
evaluation output frequency, only effect when verbose > 0 |
init_model |
path of model file of |
colnames |
feature names, if not null, will use this to overwrite the names in dataset |
categorical_feature |
list of str or int type int represents index, type str represents feature names |
early_stopping_rounds |
int. Activates early stopping. Requires at least one validation data and one metric. If there's more than one, will check all of them except the training data. Returns the model with (best_iter + early_stopping_rounds). If early stopping occurs, the model will have 'best_iter' field. |
callbacks |
List of callback functions that are applied at each iteration. |
reset_data |
Boolean, setting it to TRUE (not the default value) will transform the booster model into a predictor model which frees up memory and the original datasets |
... |
other parameters, see Parameters.rst for more information. A few key parameters:
|
a trained booster model lgb.Booster
.
"early stopping" refers to stopping the training process if the model's performance on a given validation set does not improve for several consecutive iterations.
If multiple arguments are given to eval
, their order will be preserved. If you enable
early stopping by setting early_stopping_rounds
in params
, by default all
metrics will be considered for early stopping.
If you want to only consider the first metric for early stopping, pass
first_metric_only = TRUE
in params
. Note that if you also specify metric
in params
, that metric will be considered the "first" one. If you omit metric
,
a default metric will be used based on your choice for the parameter obj
(keyword argument)
or objective
(passed into params
).
data(agaricus.train, package = "lightgbm") train <- agaricus.train dtrain <- lgb.Dataset(train$data, label = train$label) data(agaricus.test, package = "lightgbm") test <- agaricus.test dtest <- lgb.Dataset.create.valid(dtrain, test$data, label = test$label) params <- list(objective = "regression", metric = "l2") valids <- list(test = dtest) model <- lgb.train( params = params , data = dtrain , nrounds = 5L , valids = valids , min_data = 1L , learning_rate = 1.0 , early_stopping_rounds = 3L )
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