好几天没有更新博客,最近指标压力大,没去摸索算法,今天写这个博客算是忙里偷闲吧,lightgbm的基本使用,python接口,这个工具微软开源的,号称比xgboost快,具体没怎么对比,先看看如何使用的.
brew install cmake
brew install gcc --without-multilib
git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
mkdir build ; cd build
cmake ..
make -j
cd python-packages
sudo python3 setup.py install
import json
import lightgbm as lgb
import pandas as pd
from sklearn.metrics import roc_auc_score
path="/Users/shuubiasahi/Documents/githup/LightGBM/examples/regression/"
print("load data")
df_train=pd.read_csv(path+"regression.train",header=None,sep='\t')
df_test=pd.read_csv(path+"regression.train",header=None,sep='\t')
y_train = df_train[0].values
y_test = df_test[0].values
X_train = df_train.drop(0, axis=1).values
X_test = df_test.drop(0, axis=1).values
# create dataset for lightgbm
lgb_train = lgb.Dataset(X_train, y_train)
lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
# specify your configurations as a dict
params = {
'task': 'train',
'boosting_type': 'gbdt',
'objective': 'binary',
'metric': {'l2', 'auc'},
'num_leaves': 31,
'learning_rate': 0.05,
'feature_fraction': 0.9,
'bagging_fraction': 0.8,
'bagging_freq': 5,
'verbose': 0
}
print('Start training...')
# train
gbm = lgb.train(params,
lgb_train,
num_boost_round=20,
valid_sets=lgb_eval,
early_stopping_rounds=5)
print('Save model...')
# save model to file
gbm.save_model('lightgbm/model.txt')
print('Start predicting...')
# predict
y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration)
# eval
print(y_pred)
print('The roc of prediction is:', roc_auc_score(y_test, y_pred) )
print('Dump model to JSON...')
# dump model to json (and save to file)
model_json = gbm.dump_model()
with open('lightgbm/model.json', 'w+') as f:
json.dump(model_json, f, indent=4)
print('Feature names:', gbm.feature_name())
print('Calculate feature importances...')
# feature importances
print('Feature importances:', list(gbm.feature_importance()))
# 配置目标是用于训练
task = train
# 训练方式
boosting_type = gbdt
#目标 二分类
objective = binary
# 损失函数
metric = binary_logloss,auc
# frequence for metric output
metric_freq = 1
# true if need output metric for training data, alias: tranining_metric, train_metric
is_training_metric = true
# 特征最大分割
max_bin = 255
#训练数据地址
data = /Users/shuubiasahi/Documents/githup/LightGBM/examples/binary_classification/binary.train
#测试数据
#valid_data = binary.test
# 树的棵树
num_trees = 100
# 学习率
learning_rate = 0.1
# number of leaves for one tree, alias: num_leaf
num_leaves = 63
tree_learner = serial
# 最大线程个数
# num_threads = 8
# feature sub-sample, will random select 80% feature to train on each iteration
# alias: sub_feature
feature_fraction = 0.8
# Support bagging (data sub-sample), will perform bagging every 5 iterations
bagging_freq = 5
# Bagging farction, will random select 80% data on bagging
# alias: sub_row
bagging_fraction = 0.8
# minimal number data for one leaf, use this to deal with over-fit
# alias : min_data_per_leaf, min_data
min_data_in_leaf = 50
# minial sum hessians for one leaf, use this to deal with over-fit
min_sum_hessian_in_leaf = 5.0
# save memory and faster speed for sparse feature, alias: is_sparse
is_enable_sparse = true
# when data is bigger than memory size, set this to true. otherwise set false will have faster speed
# alias: two_round_loading, two_round
use_two_round_loading = false
# true if need to save data to binary file and application will auto load data from binary file next time
# alias: is_save_binary, save_binary
is_save_binary_file = false
# 模型输出文件
output_model = /Users/shuubiasahi/Documents/githup/LightGBM/examples/binary_classification/LightGBM_model.txt
machine_list_file = /Users/shuubiasahi/Documents/githup/LightGBM/examples/binary_classification/LightGBM_model.txt/mlist.txt
./lightgbm config=train.conf
[LightGBM] [Info] Finished loading parameters
[LightGBM] [Info] Loading weights...
[LightGBM] [Info] Finished loading data in 0.036442 seconds
[LightGBM] [Info] Number of positive: 3716, number of negative: 3284
[LightGBM] [Info] Total Bins 6143
[LightGBM] [Info] Number of data: 7000, number of used features: 28
[LightGBM] [Info] Finished initializing training
[LightGBM] [Info] Started training...
[LightGBM] [Info] Trained a tree with leaves=63 and max_depth=11
[LightGBM] [Info] Iteration:1, training auc : 0.787798
[LightGBM] [Info] Iteration:1, training binary_logloss : 0.667949
[LightGBM] [Info] 0.013430 seconds elapsed, finished iteration 1
[LightGBM] [Info] Trained a tree with leaves=63 and max_depth=12
[LightGBM] [Info] Iteration:2, training auc : 0.805675
[LightGBM] [Info] Iteration:2, training binary_logloss : 0.649776
[LightGBM] [Info] 0.026941 seconds elapsed, finished iteration 2
[LightGBM] [Info] Trained a tree with leaves=63 and max_depth=11
[LightGBM] [Info] Iteration:3, training auc : 0.823995
[LightGBM] [Info] Iteration:3, training binary_logloss : 0.634349
[LightGBM] [Info] 0.043322 seconds elapsed, finished iteration 3
[LightGBM] [Info] Trained a tree with leaves=63 and max_depth=9
[LightGBM] [Info] Iteration:4, training auc : 0.829869
[LightGBM] [Info] Iteration:4, training binary_logloss : 0.620079
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[LightGBM] [Info] Trained a tree with leaves=63 and max_depth=12
[LightGBM] [Info] Iteration:5, training auc : 0.841468
[LightGBM] [Info] Iteration:5, training binary_logloss : 0.604578
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[LightGBM] [Info] Trained a tree with leaves=63 and max_depth=10
[LightGBM] [Info] Iteration:6, training auc : 0.850717
[LightGBM] [Info] Iteration:6, training binary_logloss : 0.591481
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