# Copyright (c) Microsoft Corporation # All rights reserved. # # MIT License # # Permission is hereby granted, free of charge, # to any person obtaining a copy of this software and associated # documentation files (the "Software"), # to deal in the Software without restriction, including without limitation # the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and # to permit persons to whom the Software is furnished to do so, subject to the following conditions: # The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. # # THE SOFTWARE IS PROVIDED *AS IS*, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING # BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND # NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, # DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. ''' This project is for automatically tuning parameters for GBDT. ''' import logging import lightgbm as lgb import pandas as pd from sklearn.metrics import mean_squared_error import nni LOG = logging.getLogger('auto-gbdt') # specify your configurations as a dict def get_default_parameters(): params = { 'boosting_type': 'gbdt', 'objective': 'regression', 'metric': {'l2', 'auc'}, 'num_leaves': 31, 'learning_rate': 0.05, 'feature_fraction': 0.9, 'bagging_fraction': 0.8, 'bagging_freq': 5, 'verbose': 0 } return params def load_data(train_path='./data/regression.train', test_path='./data/regression.test'): ''' Load or create dataset ''' print('Load data...') df_train = pd.read_csv(train_path, header=None, sep='\t') df_test = pd.read_csv(test_path, header=None, sep='\t') num = len(df_train) split_num = int(0.9 * num) y_train = df_train[0].values y_test = df_test[0].values y_eval = y_train[split_num:] y_train = y_train[:split_num] X_train = df_train.drop(0, axis=1).values X_test = df_test.drop(0, axis=1).values X_eval = X_train[split_num:, :] X_train = X_train[:split_num, :] # create dataset for lightgbm lgb_train = lgb.Dataset(X_train, y_train) lgb_eval = lgb.Dataset(X_eval, y_eval, reference=lgb_train) return lgb_train, lgb_eval, X_test, y_test def run(lgb_train, lgb_eval, params, X_test, y_test): print('Start training...') # train gbm = lgb.train(params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, early_stopping_rounds=5) print('Start predicting...') # predict y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration) # eval rmse = mean_squared_error(y_test, y_pred) ** 0.5 print('The rmse of prediction is:', rmse) nni.report_final_result(rmse) if __name__ == '__main__': lgb_train, lgb_eval, X_test, y_test = load_data() try: # get parameters from tuner RECEIVED_PARAMS = nni.get_next_parameter() LOG.debug(RECEIVED_PARAMS) PARAMS = get_default_parameters() PARAMS.update(RECEIVED_PARAMS) LOG.debug(PARAMS) # train run(lgb_train, lgb_eval, PARAMS, X_test, y_test) except Exception as exception: LOG.exception(exception) raise