Gbdt Class

Traditional Gradient Boosting Decision Tree.

Inheritance

nimbusml.internal.core.ensemble.booster._gbdt.Gbdt

Gbdt

Constructor

Gbdt(minimum_split_gain=0.0, maximum_tree_depth=0, minimum_child_weight=0.1, subsample_frequency=0, subsample_fraction=1.0, feature_fraction=1.0, l2_regularization=0.01, l1_regularization=0.0, **params)

Parameters

minimum_split_gain

Minimum loss reduction required to make a further partition on a leaf node of the tree. the larger, the more conservative the algorithm will be.

maximum_tree_depth

Maximum depth of a tree. 0 means no limit. However, tree still grows by best-first.

minimum_child_weight

Minimum sum of instance weight(hessian) needed in a child. If the tree partition step results in a leaf node with the sum of instance weight less than min_child_weight, then the building process will give up further partitioning. In linear regression mode, this simply corresponds to minimum number of instances needed to be in each node. The larger, the more conservative the algorithm will be.

subsample_frequency

Subsample frequency for bagging. 0 means no subsample. Specifies the frequency at which the bagging occurs, where if this is set to N, the subsampling will happen at every N iterations.This must be set with Subsample as this specifies the amount to subsample.

subsample_fraction

Subsample ratio of the training instance. Setting it to 0.5 means that LightGBM randomly collected half of the data instances to grow trees and this will prevent overfitting. Range: (0,1].

feature_fraction

Subsample ratio of columns when constructing each tree. Range: (0,1].

l2_regularization

L2 regularization term on weights, increasing this value will make model more conservative.

l1_regularization

L1 regularization term on weights, increase this value will make model more conservative.

params

Additional arguments sent to compute engine.

Examples

   ###############################################################################
   # LightGbmRegressor
   from nimbusml import Pipeline, FileDataStream
   from nimbusml.datasets import get_dataset
   from nimbusml.ensemble import LightGbmRegressor
   from nimbusml.ensemble.booster import Gbdt
   from nimbusml.feature_extraction.categorical import OneHotVectorizer

   # data input (as a FileDataStream)
   path = get_dataset('infert').as_filepath()

   data = FileDataStream.read_csv(path)
   print(data.head())
   #    age  case education  induced  parity ... row_num  spontaneous  ...
   # 0   26     1    0-5yrs        1       6 ...       1            2  ...
   # 1   42     1    0-5yrs        1       1 ...       2            0  ...
   # 2   39     1    0-5yrs        2       6 ...       3            0  ...
   # 3   34     1    0-5yrs        2       4 ...       4            0  ...
   # 4   35     1   6-11yrs        1       3 ...       5            1  ...

   # define the training pipeline
   pipeline = Pipeline([
       OneHotVectorizer(columns={'edu': 'education'}),
       LightGbmRegressor(feature=['induced', 'edu'], label='age',
                         booster=Gbdt(reg_lambda=0.1))
   ])

   # train, predict, and evaluate
   metrics, predictions = pipeline.fit(data).test(data, output_scores=True)

   # print predictions
   print(predictions.head())
   #       Score
   # 0  34.008430
   # 1  34.008430
   # 2  33.160175
   # 3  33.160175
   # 4  32.472412
   # print evaluation metrics
   print(metrics)
   #   L1(avg)    L2(avg)  RMS(avg)  Loss-fn(avg)  R Squared
   # 0  4.10419  24.153105  4.914581     24.153105   0.120673

Methods

get_params

Get the parameters for this operator.

get_params

Get the parameters for this operator.

get_params(deep=False)

Parameters

deep

default value: False