lightgbm.LGBMModel
- class lightgbm.LGBMModel(boosting_type='gbdt', num_leaves=31, max_depth=-1, learning_rate=0.1, n_estimators=100, subsample_for_bin=200000, objective=None, class_weight=None, min_split_gain=0.0, min_child_weight=0.001, min_child_samples=20, subsample=1.0, subsample_freq=0, colsample_bytree=1.0, reg_alpha=0.0, reg_lambda=0.0, random_state=None, n_jobs=None, importance_type='split', **kwargs)[source]
Bases:
BaseEstimator
Implementation of the scikit-learn API for LightGBM.
- __init__(boosting_type='gbdt', num_leaves=31, max_depth=-1, learning_rate=0.1, n_estimators=100, subsample_for_bin=200000, objective=None, class_weight=None, min_split_gain=0.0, min_child_weight=0.001, min_child_samples=20, subsample=1.0, subsample_freq=0, colsample_bytree=1.0, reg_alpha=0.0, reg_lambda=0.0, random_state=None, n_jobs=None, importance_type='split', **kwargs)[source]
Construct a gradient boosting model.
- Parameters:
boosting_type (str, optional (default='gbdt')) – ‘gbdt’, traditional Gradient Boosting Decision Tree. ‘dart’, Dropouts meet Multiple Additive Regression Trees. ‘rf’, Random Forest.
num_leaves (int, optional (default=31)) – Maximum tree leaves for base learners.
max_depth (int, optional (default=-1)) – Maximum tree depth for base learners, <=0 means no limit.
learning_rate (float, optional (default=0.1)) – Boosting learning rate. You can use
callbacks
parameter offit
method to shrink/adapt learning rate in training usingreset_parameter
callback. Note, that this will ignore thelearning_rate
argument in training.n_estimators (int, optional (default=100)) – Number of boosted trees to fit.
subsample_for_bin (int, optional (default=200000)) – Number of samples for constructing bins.
objective (str, callable or None, optional (default=None)) – Specify the learning task and the corresponding learning objective or a custom objective function to be used (see note below). Default: ‘regression’ for LGBMRegressor, ‘binary’ or ‘multiclass’ for LGBMClassifier, ‘lambdarank’ for LGBMRanker.
class_weight (dict, 'balanced' or None, optional (default=None)) – Weights associated with classes in the form
{class_label: weight}
. Use this parameter only for multi-class classification task; for binary classification task you may useis_unbalance
orscale_pos_weight
parameters. Note, that the usage of all these parameters will result in poor estimates of the individual class probabilities. You may want to consider performing probability calibration (https://scikit-learn.org/stable/modules/calibration.html) of your model. The ‘balanced’ mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data asn_samples / (n_classes * np.bincount(y))
. If None, all classes are supposed to have weight one. Note, that these weights will be multiplied withsample_weight
(passed through thefit
method) ifsample_weight
is specified.min_split_gain (float, optional (default=0.)) – Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (float, optional (default=1e-3)) – Minimum sum of instance weight (Hessian) needed in a child (leaf).
min_child_samples (int, optional (default=20)) – Minimum number of data needed in a child (leaf).
subsample (float, optional (default=1.)) – Subsample ratio of the training instance.
subsample_freq (int, optional (default=0)) – Frequency of subsample, <=0 means no enable.
colsample_bytree (float, optional (default=1.)) – Subsample ratio of columns when constructing each tree.
reg_alpha (float, optional (default=0.)) – L1 regularization term on weights.
reg_lambda (float, optional (default=0.)) – L2 regularization term on weights.
random_state (int, RandomState object or None, optional (default=None)) – Random number seed. If int, this number is used to seed the C++ code. If RandomState object (numpy), a random integer is picked based on its state to seed the C++ code. If None, default seeds in C++ code are used.
n_jobs (int or None, optional (default=None)) –
Number of parallel threads to use for training (can be changed at prediction time by passing it as an extra keyword argument).
For better performance, it is recommended to set this to the number of physical cores in the CPU.
Negative integers are interpreted as following joblib’s formula (n_cpus + 1 + n_jobs), just like scikit-learn (so e.g. -1 means using all threads). A value of zero corresponds the default number of threads configured for OpenMP in the system. A value of
None
(the default) corresponds to using the number of physical cores in the system (its correct detection requires either thejoblib
or thepsutil
util libraries to be installed).importance_type (str, optional (default='split')) – The type of feature importance to be filled into
feature_importances_
. If ‘split’, result contains numbers of times the feature is used in a model. If ‘gain’, result contains total gains of splits which use the feature.**kwargs –
Other parameters for the model. Check http://lightgbm.readthedocs.io/en/latest/Parameters.html for more parameters.
Warning
**kwargs is not supported in sklearn, it may cause unexpected issues.
Note
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true, y_pred) -> grad, hess
,objective(y_true, y_pred, weight) -> grad, hess
orobjective(y_true, y_pred, weight, group) -> grad, hess
:- y_truenumpy 1-D array of shape = [n_samples]
The target values.
- y_prednumpy 1-D array of shape = [n_samples] or numpy 2-D array of shape = [n_samples, n_classes] (for multi-class task)
The predicted values. Predicted values are returned before any transformation, e.g. they are raw margin instead of probability of positive class for binary task.
- weightnumpy 1-D array of shape = [n_samples]
The weight of samples. Weights should be non-negative.
- groupnumpy 1-D array
Group/query data. Only used in the learning-to-rank task. sum(group) = n_samples. For example, if you have a 100-document dataset with
group = [10, 20, 40, 10, 10, 10]
, that means that you have 6 groups, where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.- gradnumpy 1-D array of shape = [n_samples] or numpy 2-D array of shape = [n_samples, n_classes] (for multi-class task)
The value of the first order derivative (gradient) of the loss with respect to the elements of y_pred for each sample point.
- hessnumpy 1-D array of shape = [n_samples] or numpy 2-D array of shape = [n_samples, n_classes] (for multi-class task)
The value of the second order derivative (Hessian) of the loss with respect to the elements of y_pred for each sample point.
For multi-class task, y_pred is a numpy 2-D array of shape = [n_samples, n_classes], and grad and hess should be returned in the same format.
Methods
__init__
([boosting_type, num_leaves, ...])Construct a gradient boosting model.
fit
(X, y[, sample_weight, init_score, ...])Build a gradient boosting model from the training set (X, y).
get_params
([deep])Get parameters for this estimator.
predict
(X[, raw_score, start_iteration, ...])Return the predicted value for each sample.
set_params
(**params)Set the parameters of this estimator.
Attributes
The best iteration of fitted model if
early_stopping()
callback has been specified.The best score of fitted model.
The underlying Booster of this model.
The evaluation results if validation sets have been specified.
The feature importances (the higher, the more important).
The names of features.
True number of boosting iterations performed.
The number of features of fitted model.
The number of features of fitted model.
True number of boosting iterations performed.
The concrete objective used while fitting this model.
- property best_iteration_
The best iteration of fitted model if
early_stopping()
callback has been specified.- Type:
int
- property best_score_
The best score of fitted model.
- Type:
dict
- property evals_result_
The evaluation results if validation sets have been specified.
- Type:
dict
- property feature_importances_
The feature importances (the higher, the more important).
Note
importance_type
attribute is passed to the function to configure the type of importance values to be extracted.- Type:
array
of shape = [n_features]
- property feature_name_
The names of features.
- Type:
list
of shape = [n_features]
- fit(X, y, sample_weight=None, init_score=None, group=None, eval_set=None, eval_names=None, eval_sample_weight=None, eval_class_weight=None, eval_init_score=None, eval_group=None, eval_metric=None, feature_name='auto', categorical_feature='auto', callbacks=None, init_model=None)[source]
Build a gradient boosting model from the training set (X, y).
- Parameters:
X (numpy array, pandas DataFrame, H2O DataTable's Frame , scipy.sparse, list of lists of int or float of shape = [n_samples, n_features]) – Input feature matrix.
y (numpy array, pandas DataFrame, pandas Series, list of int or float of shape = [n_samples]) – The target values (class labels in classification, real numbers in regression).
sample_weight (numpy array, pandas Series, list of int or float of shape = [n_samples] or None, optional (default=None)) – Weights of training data. Weights should be non-negative.
init_score (numpy array, pandas DataFrame, pandas Series, list of int or float of shape = [n_samples] or shape = [n_samples * n_classes] (for multi-class task) or shape = [n_samples, n_classes] (for multi-class task) or None, optional (default=None)) – Init score of training data.
group (numpy array, pandas Series, list of int or float, or None, optional (default=None)) – Group/query data. Only used in the learning-to-rank task. sum(group) = n_samples. For example, if you have a 100-document dataset with
group = [10, 20, 40, 10, 10, 10]
, that means that you have 6 groups, where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.eval_set (list or None, optional (default=None)) – A list of (X, y) tuple pairs to use as validation sets.
eval_names (list of str, or None, optional (default=None)) – Names of eval_set.
eval_sample_weight (list of array (same types as
sample_weight
supports), or None, optional (default=None)) – Weights of eval data. Weights should be non-negative.eval_class_weight (list or None, optional (default=None)) – Class weights of eval data.
eval_init_score (list of array (same types as
init_score
supports), or None, optional (default=None)) – Init score of eval data.eval_group (list of array (same types as
group
supports), or None, optional (default=None)) – Group data of eval data.eval_metric (str, callable, list or None, optional (default=None)) – If str, it should be a built-in evaluation metric to use. If callable, it should be a custom evaluation metric, see note below for more details. If list, it can be a list of built-in metrics, a list of custom evaluation metrics, or a mix of both. In either case, the
metric
from the model parameters will be evaluated and used as well. Default: ‘l2’ for LGBMRegressor, ‘logloss’ for LGBMClassifier, ‘ndcg’ for LGBMRanker.feature_name (list of str, or 'auto', optional (default='auto')) – Feature names. If ‘auto’ and data is pandas DataFrame, data columns names are used.
categorical_feature (list of str or int, or 'auto', optional (default='auto')) – Categorical features. If list of int, interpreted as indices. If list of str, interpreted as feature names (need to specify
feature_name
as well). If ‘auto’ and data is pandas DataFrame, pandas unordered categorical columns are used. All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647). Large values could be memory consuming. Consider using consecutive integers starting from zero. All negative values in categorical features will be treated as missing values. The output cannot be monotonically constrained with respect to a categorical feature. Floating point numbers in categorical features will be rounded towards 0.callbacks (list of callable, or None, optional (default=None)) – List of callback functions that are applied at each iteration. See Callbacks in Python API for more information.
init_model (str, pathlib.Path, Booster, LGBMModel or None, optional (default=None)) – Filename of LightGBM model, Booster instance or LGBMModel instance used for continue training.
- Returns:
self – Returns self.
- Return type:
Note
Custom eval function expects a callable with following signatures:
func(y_true, y_pred)
,func(y_true, y_pred, weight)
orfunc(y_true, y_pred, weight, group)
and returns (eval_name, eval_result, is_higher_better) or list of (eval_name, eval_result, is_higher_better):- y_truenumpy 1-D array of shape = [n_samples]
The target values.
- y_prednumpy 1-D array of shape = [n_samples] or numpy 2-D array of shape = [n_samples, n_classes] (for multi-class task)
The predicted values. In case of custom
objective
, predicted values are returned before any transformation, e.g. they are raw margin instead of probability of positive class for binary task in this case.- weightnumpy 1-D array of shape = [n_samples]
The weight of samples. Weights should be non-negative.
- groupnumpy 1-D array
Group/query data. Only used in the learning-to-rank task. sum(group) = n_samples. For example, if you have a 100-document dataset with
group = [10, 20, 40, 10, 10, 10]
, that means that you have 6 groups, where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.- eval_namestr
The name of evaluation function (without whitespace).
- eval_resultfloat
The eval result.
- is_higher_betterbool
Is eval result higher better, e.g. AUC is
is_higher_better
.
- get_params(deep=True)[source]
Get parameters for this estimator.
- Parameters:
deep (bool, optional (default=True)) – If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns:
params – Parameter names mapped to their values.
- Return type:
dict
- property n_estimators_
True number of boosting iterations performed.
This might be less than parameter
n_estimators
if early stopping was enabled or if boosting stopped early due to limits on complexity likemin_gain_to_split
.- Type:
int
- property n_features_
The number of features of fitted model.
- Type:
int
- property n_features_in_
The number of features of fitted model.
- Type:
int
- property n_iter_
True number of boosting iterations performed.
This might be less than parameter
n_estimators
if early stopping was enabled or if boosting stopped early due to limits on complexity likemin_gain_to_split
.- Type:
int
- property objective_
The concrete objective used while fitting this model.
- Type:
str
orcallable
- predict(X, raw_score=False, start_iteration=0, num_iteration=None, pred_leaf=False, pred_contrib=False, validate_features=False, **kwargs)[source]
Return the predicted value for each sample.
- Parameters:
X (numpy array, pandas DataFrame, H2O DataTable's Frame , scipy.sparse, list of lists of int or float of shape = [n_samples, n_features]) – Input features matrix.
raw_score (bool, optional (default=False)) – Whether to predict raw scores.
start_iteration (int, optional (default=0)) – Start index of the iteration to predict. If <= 0, starts from the first iteration.
num_iteration (int or None, optional (default=None)) – Total number of iterations used in the prediction. If None, if the best iteration exists and start_iteration <= 0, the best iteration is used; otherwise, all iterations from
start_iteration
are used (no limits). If <= 0, all iterations fromstart_iteration
are used (no limits).pred_leaf (bool, optional (default=False)) – Whether to predict leaf index.
pred_contrib (bool, optional (default=False)) –
Whether to predict feature contributions.
Note
If you want to get more explanations for your model’s predictions using SHAP values, like SHAP interaction values, you can install the shap package (https://github.com/slundberg/shap). Note that unlike the shap package, with
pred_contrib
we return a matrix with an extra column, where the last column is the expected value.validate_features (bool, optional (default=False)) – If True, ensure that the features used to predict match the ones used to train. Used only if data is pandas DataFrame.
**kwargs – Other parameters for the prediction.
- Returns:
predicted_result (array-like of shape = [n_samples] or shape = [n_samples, n_classes]) – The predicted values.
X_leaves (array-like of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]) – If
pred_leaf=True
, the predicted leaf of every tree for each sample.X_SHAP_values (array-like of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or list with n_classes length of such objects) – If
pred_contrib=True
, the feature contributions for each sample.