Advanced Topics

Missing Value Handle

LightGBM enables the missing value handle by default. Disable it by setting use_missing=false.
LightGBM uses NA (NaN) to represent missing values by default. Change it to use zero by setting zero_as_missing=true.
When zero_as_missing=false (default), the unrecorded values in sparse matrices (and LightSVM) are treated as zeros.
When zero_as_missing=true, NA and zeros (including unrecorded values in sparse matrices (and LightSVM)) are treated as missing.

Categorical Feature Support

LightGBM offers good accuracy with integer-encoded categorical features. LightGBM applies Fisher (1958) to find the optimal split over categories as described here. This often performs better than one-hot encoding.
Use categorical_feature to specify the categorical features. Refer to the parameter categorical_feature in Parameters.
Categorical features will be cast to int32 (integer codes will be extracted from pandas categoricals in the Python-package) so they must be encoded as non-negative integers (negative values will be treated as missing) less than Int32.MaxValue (2147483647). It is best to use a contiguous range of integers started from zero. Floating point numbers in categorical features will be rounded towards 0.
Use min_data_per_group, cat_smooth to deal with over-fitting (when #data is small or #category is large).
For a categorical feature with high cardinality (#category is large), it often works best to treat the feature as numeric, either by simply ignoring the categorical interpretation of the integers or by embedding the categories in a low-dimensional numeric space.

LambdaRank

The label should be of type int, such that larger numbers correspond to higher relevance (e.g. 0:bad, 1:fair, 2:good, 3:perfect).
Use label_gain to set the gain(weight) of int label.
Use lambdarank_truncation_level to truncate the max DCG.

Cost Efficient Gradient Boosting

Cost Efficient Gradient Boosting (CEGB) makes it possible to penalise boosting based on the cost of obtaining feature values. CEGB penalises learning in the following ways:

Each time a tree is split, a penalty of cegb_penalty_split is applied.
When a feature is used for the first time, cegb_penalty_feature_coupled is applied. This penalty can be different for each feature and should be specified as one double per feature.
When a feature is used for the first time for a data row, cegb_penalty_feature_lazy is applied. Like cegb_penalty_feature_coupled, this penalty is specified as one double per feature.

Each of the penalties above is scaled by cegb_tradeoff. Using this parameter, it is possible to change the overall strength of the CEGB penalties by changing only one parameter.

Parameters Tuning

Refer to Parameters Tuning.

Distributed Learning

Refer to Distributed Learning Guide.

GPU Support

Refer to GPU Tutorial and GPU Targets.

Recommendations for gcc Users (MinGW, *nix)

Refer to gcc Tips.

Support for Position Bias Treatment

Often the relevance labels provided in Learning-to-Rank tasks might be derived from implicit user feedback (e.g., clicks) and therefore might be biased due to their position/location on the screen when having been presented to a user. LightGBM can make use of positional data.

For example, consider the case where you expect that the first 3 results from a search engine will be visible in users’ browsers without scrolling, and all other results for a query would require scrolling.

LightGBM could be told to account for the position bias from results being “above the fold” by providing a positions array encoded as follows:

Where 0 = "above the fold" and 1 = "requires scrolling". The specific values are not important, as long as they are consistent across all observations in the training data. An encoding like 100 = "above the fold" and 17 = "requires scrolling" would result in exactly the same trained model.

In that way, positions in LightGBM’s API are similar to a categorical feature. Just as with non-ordinal categorical features, an integer representation is just used for memory and computational efficiency… LightGBM does not care about the absolute or relative magnitude of the values.

Unlike a categorical feature, however, positions are used to adjust the target to reduce the bias in predictions made by the trained model.

The position file corresponds with training data file line by line, and has one position per line. And if the name of training data file is train.txt, the position file should be named as train.txt.position and placed in the same folder as the data file. In this case, LightGBM will load the position file automatically if it exists. The positions can also be specified through the Dataset constructor when using Python API. If the positions are specified in both approaches, the .position file will be ignored.

Currently, implemented is an approach to model position bias by using an idea of Generalized Additive Models (GAM) to linearly decompose the document score s into the sum of a relevance component f and a positional component g: s(x, pos) = f(x) + g(pos) where the former component depends on the original query-document features and the latter depends on the position of an item. During the training, the compound scoring function s(x, pos) is fit with a standard ranking algorithm (e.g., LambdaMART) which boils down to jointly learning the relevance component f(x) (it is later returned as an unbiased model) and the position factors g(pos) that help better explain the observed (biased) labels. Similar score decomposition ideas have previously been applied for classification & pointwise ranking tasks with assumptions of binary labels and binary relevance (a.k.a. “two-tower” models, refer to the papers: Towards Disentangling Relevance and Bias in Unbiased Learning to Rank, PAL: a position-bias aware learning framework for CTR prediction in live recommender systems, A General Framework for Debiasing in CTR Prediction). In LightGBM, we adapt this idea to general pairwise Lerarning-to-Rank with arbitrary ordinal relevance labels. Besides, GAMs have been used in the context of explainable ML (Accurate Intelligible Models with Pairwise Interactions) to linearly decompose the contribution of each feature (and possibly their pairwise interactions) to the overall score, for subsequent analysis and interpretation of their effects in the trained models.