config.h 62.2 KB
Newer Older
1
2
3
4
5
/*!
 * Copyright (c) 2016 Microsoft Corporation. All rights reserved.
 * Licensed under the MIT License. See LICENSE file in the project root for license information.
 *
 * \note
6
7
8
9
 * - desc and descl2 fields must be written in reStructuredText format;
 * - nested sections can be placed only at the bottom of parent's section;
 * - [doc-only] tag indicates that only documentation for this param should be generated and all other actions are performed manually;
 * - [no-save] tag indicates that this param should not be saved into a model text representation.
10
 */
Guolin Ke's avatar
Guolin Ke committed
11
12
13
#ifndef LIGHTGBM_CONFIG_H_
#define LIGHTGBM_CONFIG_H_

14
15
16
17
18
#include <LightGBM/export.h>
#include <LightGBM/meta.h>
#include <LightGBM/utils/common.h>
#include <LightGBM/utils/log.h>

Guolin Ke's avatar
Guolin Ke committed
19
20
#include <string>
#include <algorithm>
Guolin Ke's avatar
Guolin Ke committed
21
#include <memory>
22
23
24
#include <unordered_map>
#include <unordered_set>
#include <vector>
Guolin Ke's avatar
Guolin Ke committed
25
26
27

namespace LightGBM {

Guolin Ke's avatar
Guolin Ke committed
28
29
30
31
/*! \brief Types of tasks */
enum TaskType {
  kTrain, kPredict, kConvertModel, KRefitTree
};
32
const int kDefaultNumLeaves = 31;
Guolin Ke's avatar
Guolin Ke committed
33

Guolin Ke's avatar
Guolin Ke committed
34
struct Config {
Nikita Titov's avatar
Nikita Titov committed
35
 public:
Guolin Ke's avatar
Guolin Ke committed
36
  std::string ToString() const;
Guolin Ke's avatar
Guolin Ke committed
37
38
39
40
  /*!
  * \brief Get string value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
41
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
42
43
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
44
  inline static bool GetString(
Guolin Ke's avatar
Guolin Ke committed
45
46
47
48
49
50
51
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, std::string* out);

  /*!
  * \brief Get int value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
52
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
53
54
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
55
  inline static bool GetInt(
Guolin Ke's avatar
Guolin Ke committed
56
57
58
59
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, int* out);

  /*!
60
  * \brief Get double value by specific name of key
Guolin Ke's avatar
Guolin Ke committed
61
62
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
63
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
64
65
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
66
  inline static bool GetDouble(
Guolin Ke's avatar
Guolin Ke committed
67
    const std::unordered_map<std::string, std::string>& params,
68
    const std::string& name, double* out);
Guolin Ke's avatar
Guolin Ke committed
69
70
71
72
73

  /*!
  * \brief Get bool value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
74
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
75
76
  * \return True if key exists
  */
Guolin Ke's avatar
Guolin Ke committed
77
  inline static bool GetBool(
Guolin Ke's avatar
Guolin Ke committed
78
79
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, bool* out);
80

Guolin Ke's avatar
Guolin Ke committed
81
  static void KV2Map(std::unordered_map<std::string, std::string>* params, const char* kv);
82
  static std::unordered_map<std::string, std::string> Str2Map(const char* parameters);
Guolin Ke's avatar
Guolin Ke committed
83

Guolin Ke's avatar
Guolin Ke committed
84
  #pragma region Parameters
85

Guolin Ke's avatar
Guolin Ke committed
86
87
  #pragma region Core Parameters

88
  // [no-save]
Guolin Ke's avatar
Guolin Ke committed
89
  // [doc-only]
90
91
  // alias = config_file
  // desc = path of config file
92
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
93
94
  std::string config = "";

95
  // [no-save]
Guolin Ke's avatar
Guolin Ke committed
96
  // [doc-only]
97
98
99
100
101
102
  // type = enum
  // default = train
  // options = train, predict, convert_model, refit
  // alias = task_type
  // desc = ``train``, for training, aliases: ``training``
  // desc = ``predict``, for prediction, aliases: ``prediction``, ``test``
Nikita Titov's avatar
Nikita Titov committed
103
  // desc = ``convert_model``, for converting model file into if-else format, see more information in `Convert Parameters <#convert-parameters>`__
104
  // desc = ``refit``, for refitting existing models with new data, aliases: ``refit_tree``
Guolin Ke's avatar
Guolin Ke committed
105
  // desc = **Note**: can be used only in CLI version; for language-specific packages you can use the correspondent functions
Guolin Ke's avatar
Guolin Ke committed
106
107
108
  TaskType task = TaskType::kTrain;

  // [doc-only]
109
  // type = enum
110
  // options = regression, regression_l1, huber, fair, poisson, quantile, mape, gamma, tweedie, binary, multiclass, multiclassova, cross_entropy, cross_entropy_lambda, lambdarank, rank_xendcg
111
112
  // alias = objective_type, app, application
  // desc = regression application
Guolin Ke's avatar
Guolin Ke committed
113
114
  // descl2 = ``regression``, L2 loss, aliases: ``regression_l2``, ``l2``, ``mean_squared_error``, ``mse``, ``l2_root``, ``root_mean_squared_error``, ``rmse``
  // descl2 = ``regression_l1``, L1 loss, aliases: ``l1``, ``mean_absolute_error``, ``mae``
115
116
117
118
119
  // descl2 = ``huber``, `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__
  // descl2 = ``fair``, `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
  // descl2 = ``poisson``, `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__
  // descl2 = ``quantile``, `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
  // descl2 = ``mape``, `MAPE loss <https://en.wikipedia.org/wiki/Mean_absolute_percentage_error>`__, aliases: ``mean_absolute_percentage_error``
120
  // descl2 = ``gamma``, Gamma regression with log-link. It might be useful, e.g., for modeling insurance claims severity, or for any target that might be `gamma-distributed <https://en.wikipedia.org/wiki/Gamma_distribution#Occurrence_and_applications>`__
121
  // descl2 = ``tweedie``, Tweedie regression with log-link. It might be useful, e.g., for modeling total loss in insurance, or for any target that might be `tweedie-distributed <https://en.wikipedia.org/wiki/Tweedie_distribution#Occurrence_and_applications>`__
122
123
124
  // desc = binary classification application
  // descl2 = ``binary``, binary `log loss <https://en.wikipedia.org/wiki/Cross_entropy>`__ classification (or logistic regression)
  // descl2 = requires labels in {0, 1}; see ``cross-entropy`` application for general probability labels in [0, 1]
125
126
127
128
129
  // desc = multi-class classification application
  // descl2 = ``multiclass``, `softmax <https://en.wikipedia.org/wiki/Softmax_function>`__ objective function, aliases: ``softmax``
  // descl2 = ``multiclassova``, `One-vs-All <https://en.wikipedia.org/wiki/Multiclass_classification#One-vs.-rest>`__ binary objective function, aliases: ``multiclass_ova``, ``ova``, ``ovr``
  // descl2 = ``num_class`` should be set as well
  // desc = cross-entropy application
Guolin Ke's avatar
Guolin Ke committed
130
131
  // descl2 = ``cross_entropy``, objective function for cross-entropy (with optional linear weights), aliases: ``xentropy``
  // descl2 = ``cross_entropy_lambda``, alternative parameterization of cross-entropy, aliases: ``xentlambda``
132
  // descl2 = label is anything in interval [0, 1]
133
  // desc = ranking application
134
  // descl2 = ``lambdarank``, `lambdarank <https://papers.nips.cc/paper/2971-learning-to-rank-with-nonsmooth-cost-functions.pdf>`__ objective. `label_gain <#label_gain>`__ can be used to set the gain (weight) of ``int`` label and all values in ``label`` must be smaller than number of elements in ``label_gain``
135
136
  // descl2 = ``rank_xendcg``, `XE_NDCG_MART <https://arxiv.org/abs/1911.09798>`__ ranking objective function, aliases: ``xendcg``, ``xe_ndcg``, ``xe_ndcg_mart``, ``xendcg_mart``
  // descl2 = ``rank_xendcg`` is faster than and achieves the similar performance as ``lambdarank``
137
  // descl2 = label should be ``int`` type, and larger number represents the higher relevance (e.g. 0:bad, 1:fair, 2:good, 3:perfect)
Guolin Ke's avatar
Guolin Ke committed
138
139
140
  std::string objective = "regression";

  // [doc-only]
141
142
  // type = enum
  // alias = boosting_type, boost
143
  // options = gbdt, rf, dart, goss
144
145
  // desc = ``gbdt``, traditional Gradient Boosting Decision Tree, aliases: ``gbrt``
  // desc = ``rf``, Random Forest, aliases: ``random_forest``
146
147
  // desc = ``dart``, `Dropouts meet Multiple Additive Regression Trees <https://arxiv.org/abs/1505.01866>`__
  // desc = ``goss``, Gradient-based One-Side Sampling
Nikita Titov's avatar
Nikita Titov committed
148
  // descl2 = **Note**: internally, LightGBM uses ``gbdt`` mode for the first ``1 / learning_rate`` iterations
Guolin Ke's avatar
Guolin Ke committed
149
150
  std::string boosting = "gbdt";

151
  // desc = fit piecewise linear gradient boosting tree
152
153
154
  // descl2 = tree splits are chosen in the usual way, but the model at each leaf is linear instead of constant
  // descl2 = the linear model at each leaf includes all the numerical features in that leaf's branch
  // descl2 = categorical features are used for splits as normal but are not used in the linear models
155
  // descl2 = missing values must be encoded as ``np.nan`` (Python) or ``NA`` (CLI), not ``0``
156
  // descl2 = it is recommended to rescale data before training so that features have similar mean and standard deviation
157
158
159
160
  // descl2 = **Note**: only works with CPU and ``serial`` tree learner
  // descl2 = **Note**: not yet supported in R-package
  // descl2 = **Note**: ``regression_l1`` objective is not supported with linear tree boosting
  // descl2 = **Note**: setting ``linear_tree=true`` significantly increases the memory use of LightGBM
161
162
  bool linear_tree = false;

163
  // alias = train, train_data, train_data_file, data_filename
164
  // desc = path of training data, LightGBM will train from this data
165
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
166
167
  std::string data = "";

168
  // alias = test, valid_data, valid_data_file, test_data, test_data_file, valid_filenames
169
  // default = ""
170
  // desc = path(s) of validation/test data, LightGBM will output metrics for these data
171
  // desc = support multiple validation data, separated by ``,``
172
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
173
174
  std::vector<std::string> valid;

175
  // alias = num_iteration, n_iter, num_tree, num_trees, num_round, num_rounds, num_boost_round, n_estimators
176
177
178
  // check = >=0
  // desc = number of boosting iterations
  // desc = **Note**: internally, LightGBM constructs ``num_class * num_iterations`` trees for multi-class classification problems
Guolin Ke's avatar
Guolin Ke committed
179
  int num_iterations = 100;
Guolin Ke's avatar
Guolin Ke committed
180

181
  // alias = shrinkage_rate, eta
182
  // check = >0.0
183
184
  // desc = shrinkage rate
  // desc = in ``dart``, it also affects on normalization weights of dropped trees
Guolin Ke's avatar
Guolin Ke committed
185
186
  double learning_rate = 0.1;

187
  // default = 31
188
  // alias = num_leaf, max_leaves, max_leaf
189
  // check = >1
190
  // check = <=131072
191
  // desc = max number of leaves in one tree
Guolin Ke's avatar
Guolin Ke committed
192
193
194
  int num_leaves = kDefaultNumLeaves;

  // [doc-only]
195
196
  // type = enum
  // options = serial, feature, data, voting
197
  // alias = tree, tree_type, tree_learner_type
198
199
200
201
202
  // desc = ``serial``, single machine tree learner
  // desc = ``feature``, feature parallel tree learner, aliases: ``feature_parallel``
  // desc = ``data``, data parallel tree learner, aliases: ``data_parallel``
  // desc = ``voting``, voting parallel tree learner, aliases: ``voting_parallel``
  // desc = refer to `Parallel Learning Guide <./Parallel-Learning-Guide.rst>`__ to get more details
Guolin Ke's avatar
Guolin Ke committed
203
204
  std::string tree_learner = "serial";

205
  // alias = num_thread, nthread, nthreads, n_jobs
Guolin Ke's avatar
Guolin Ke committed
206
  // desc = number of threads for LightGBM
207
208
209
210
211
  // desc = ``0`` means default number of threads in OpenMP
  // desc = for the best speed, set this to the number of **real CPU cores**, not the number of threads (most CPUs use `hyper-threading <https://en.wikipedia.org/wiki/Hyper-threading>`__ to generate 2 threads per CPU core)
  // desc = do not set it too large if your dataset is small (for instance, do not use 64 threads for a dataset with 10,000 rows)
  // desc = be aware a task manager or any similar CPU monitoring tool might report that cores not being fully utilized. **This is normal**
  // desc = for parallel learning, do not use all CPU cores because this will cause poor performance for the network communication
212
  // desc = **Note**: please **don't** change this during training, especially when running multiple jobs simultaneously by external packages, otherwise it may cause undesirable errors
Guolin Ke's avatar
Guolin Ke committed
213
214
215
  int num_threads = 0;

  // [doc-only]
216
217
  // type = enum
  // options = cpu, gpu
218
  // alias = device
219
220
221
222
  // desc = device for the tree learning, you can use GPU to achieve the faster learning
  // desc = **Note**: it is recommended to use the smaller ``max_bin`` (e.g. 63) to get the better speed up
  // desc = **Note**: for the faster speed, GPU uses 32-bit float point to sum up by default, so this may affect the accuracy for some tasks. You can set ``gpu_use_dp=true`` to enable 64-bit float point, but it will slow down the training
  // desc = **Note**: refer to `Installation Guide <./Installation-Guide.rst#build-gpu-version>`__ to build LightGBM with GPU support
Guolin Ke's avatar
Guolin Ke committed
223
224
225
  std::string device_type = "cpu";

  // [doc-only]
226
  // alias = random_seed, random_state
227
228
229
230
  // default = None
  // desc = this seed is used to generate other seeds, e.g. ``data_random_seed``, ``feature_fraction_seed``, etc.
  // desc = by default, this seed is unused in favor of default values of other seeds
  // desc = this seed has lower priority in comparison with other seeds, which means that it will be overridden, if you set other seeds explicitly
Guolin Ke's avatar
Guolin Ke committed
231
232
  int seed = 0;

Guolin Ke's avatar
Guolin Ke committed
233
234
235
236
237
238
239
  // desc = used only with ``cpu`` device type
  // desc = setting this to ``true`` should ensure the stable results when using the same data and the same parameters (and different ``num_threads``)
  // desc = when you use the different seeds, different LightGBM versions, the binaries compiled by different compilers, or in different systems, the results are expected to be different
  // desc = you can `raise issues <https://github.com/microsoft/LightGBM/issues>`__ in LightGBM GitHub repo when you meet the unstable results
  // desc = **Note**: setting this to ``true`` may slow down the training
  bool deterministic = false;

Guolin Ke's avatar
Guolin Ke committed
240
241
242
243
  #pragma endregion

  #pragma region Learning Control Parameters

244
245
246
247
  // desc = used only with ``cpu`` device type
  // desc = set this to ``true`` to force col-wise histogram building
  // desc = enabling this is recommended when:
  // descl2 = the number of columns is large, or the total number of bins is large
Nikita Titov's avatar
Nikita Titov committed
248
  // descl2 = ``num_threads`` is large, e.g. ``> 20``
249
250
251
  // descl2 = you want to reduce memory cost
  // desc = **Note**: when both ``force_col_wise`` and ``force_row_wise`` are ``false``, LightGBM will firstly try them both, and then use the faster one. To remove the overhead of testing set the faster one to ``true`` manually
  // desc = **Note**: this parameter cannot be used at the same time with ``force_row_wise``, choose only one of them
252
253
  bool force_col_wise = false;

254
255
256
257
  // desc = used only with ``cpu`` device type
  // desc = set this to ``true`` to force row-wise histogram building
  // desc = enabling this is recommended when:
  // descl2 = the number of data points is large, and the total number of bins is relatively small
Nikita Titov's avatar
Nikita Titov committed
258
  // descl2 = ``num_threads`` is relatively small, e.g. ``<= 16``
259
260
261
262
  // descl2 = you want to use small ``bagging_fraction`` or ``goss`` boosting to speed up
  // desc = **Note**: setting this to ``true`` will double the memory cost for Dataset object. If you have not enough memory, you can try setting ``force_col_wise=true``
  // desc = **Note**: when both ``force_col_wise`` and ``force_row_wise`` are ``false``, LightGBM will firstly try them both, and then use the faster one. To remove the overhead of testing set the faster one to ``true`` manually
  // desc = **Note**: this parameter cannot be used at the same time with ``force_col_wise``, choose only one of them
263
264
  bool force_row_wise = false;

265
266
267
268
269
  // alias = hist_pool_size
  // desc = max cache size in MB for historical histogram
  // desc = ``< 0`` means no limit
  double histogram_pool_size = -1.0;

270
  // desc = limit the max depth for tree model. This is used to deal with over-fitting when ``#data`` is small. Tree still grows leaf-wise
271
  // desc = ``<= 0`` means no limit
Guolin Ke's avatar
Guolin Ke committed
272
273
274
  int max_depth = -1;

  // alias = min_data_per_leaf, min_data, min_child_samples
275
276
  // check = >=0
  // desc = minimal number of data in one leaf. Can be used to deal with over-fitting
Guolin Ke's avatar
Guolin Ke committed
277
278
  int min_data_in_leaf = 20;

279
280
281
  // alias = min_sum_hessian_per_leaf, min_sum_hessian, min_hessian, min_child_weight
  // check = >=0.0
  // desc = minimal sum hessian in one leaf. Like ``min_data_in_leaf``, it can be used to deal with over-fitting
Guolin Ke's avatar
Guolin Ke committed
282
283
  double min_sum_hessian_in_leaf = 1e-3;

284
285
286
287
288
289
290
  // alias = sub_row, subsample, bagging
  // check = >0.0
  // check = <=1.0
  // desc = like ``feature_fraction``, but this will randomly select part of data without resampling
  // desc = can be used to speed up training
  // desc = can be used to deal with over-fitting
  // desc = **Note**: to enable bagging, ``bagging_freq`` should be set to a non zero value as well
Guolin Ke's avatar
Guolin Ke committed
291
292
  double bagging_fraction = 1.0;

Guolin Ke's avatar
Guolin Ke committed
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
  // alias = pos_sub_row, pos_subsample, pos_bagging
  // check = >0.0
  // check = <=1.0
  // desc = used only in ``binary`` application
  // desc = used for imbalanced binary classification problem, will randomly sample ``#pos_samples * pos_bagging_fraction`` positive samples in bagging
  // desc = should be used together with ``neg_bagging_fraction``
  // desc = set this to ``1.0`` to disable
  // desc = **Note**: to enable this, you need to set ``bagging_freq`` and ``neg_bagging_fraction`` as well
  // desc = **Note**: if both ``pos_bagging_fraction`` and ``neg_bagging_fraction`` are set to ``1.0``,  balanced bagging is disabled
  // desc = **Note**: if balanced bagging is enabled, ``bagging_fraction`` will be ignored
  double pos_bagging_fraction = 1.0;

  // alias = neg_sub_row, neg_subsample, neg_bagging
  // check = >0.0
  // check = <=1.0
  // desc = used only in ``binary`` application
  // desc = used for imbalanced binary classification problem, will randomly sample ``#neg_samples * neg_bagging_fraction`` negative samples in bagging
  // desc = should be used together with ``pos_bagging_fraction``
  // desc = set this to ``1.0`` to disable
  // desc = **Note**: to enable this, you need to set ``bagging_freq`` and ``pos_bagging_fraction`` as well
  // desc = **Note**: if both ``pos_bagging_fraction`` and ``neg_bagging_fraction`` are set to ``1.0``,  balanced bagging is disabled
  // desc = **Note**: if balanced bagging is enabled, ``bagging_fraction`` will be ignored
  double neg_bagging_fraction = 1.0;

317
318
  // alias = subsample_freq
  // desc = frequency for bagging
319
  // desc = ``0`` means disable bagging; ``k`` means perform bagging at every ``k`` iteration. Every ``k``-th iteration, LightGBM will randomly select ``bagging_fraction * 100 %`` of the data to use for the next ``k`` iterations
320
  // desc = **Note**: to enable bagging, ``bagging_fraction`` should be set to value smaller than ``1.0`` as well
Guolin Ke's avatar
Guolin Ke committed
321
322
323
324
325
326
327
  int bagging_freq = 0;

  // alias = bagging_fraction_seed
  // desc = random seed for bagging
  int bagging_seed = 3;

  // alias = sub_feature, colsample_bytree
328
329
  // check = >0.0
  // check = <=1.0
330
  // desc = LightGBM will randomly select a subset of features on each iteration (tree) if ``feature_fraction`` is smaller than ``1.0``. For example, if you set it to ``0.8``, LightGBM will select 80% of features before training each tree
331
332
  // desc = can be used to speed up training
  // desc = can be used to deal with over-fitting
Guolin Ke's avatar
Guolin Ke committed
333
334
  double feature_fraction = 1.0;

335
336
337
  // alias = sub_feature_bynode, colsample_bynode
  // check = >0.0
  // check = <=1.0
338
  // desc = LightGBM will randomly select a subset of features on each tree node if ``feature_fraction_bynode`` is smaller than ``1.0``. For example, if you set it to ``0.8``, LightGBM will select 80% of features at each tree node
339
340
341
342
343
  // desc = can be used to deal with over-fitting
  // desc = **Note**: unlike ``feature_fraction``, this cannot speed up training
  // desc = **Note**: if both ``feature_fraction`` and ``feature_fraction_bynode`` are smaller than ``1.0``, the final fraction of each node is ``feature_fraction * feature_fraction_bynode``
  double feature_fraction_bynode = 1.0;

344
  // desc = random seed for ``feature_fraction``
Guolin Ke's avatar
Guolin Ke committed
345
346
  int feature_fraction_seed = 2;

347
348
  // desc = use extremely randomized trees
  // desc = if set to ``true``, when evaluating node splits LightGBM will check only one randomly-chosen threshold for each feature
349
  // desc = can be used to speed up training
350
351
352
353
354
355
  // desc = can be used to deal with over-fitting
  bool extra_trees = false;

  // desc = random seed for selecting thresholds when ``extra_trees`` is true
  int extra_seed = 6;

356
  // alias = early_stopping_rounds, early_stopping, n_iter_no_change
357
358
  // desc = will stop training if one metric of one validation data doesn't improve in last ``early_stopping_round`` rounds
  // desc = ``<= 0`` means disable
359
  // desc = can be used to speed up training
Guolin Ke's avatar
Guolin Ke committed
360
361
  int early_stopping_round = 0;

362
  // desc = LightGBM allows you to provide multiple evaluation metrics. Set this to ``true``, if you want to use only the first metric for early stopping
363
364
  bool first_metric_only = false;

365
366
367
368
  // alias = max_tree_output, max_leaf_output
  // desc = used to limit the max output of tree leaves
  // desc = ``<= 0`` means no constraint
  // desc = the final max output of leaves is ``learning_rate * max_delta_step``
Guolin Ke's avatar
Guolin Ke committed
369
370
  double max_delta_step = 0.0;

371
372
373
  // alias = reg_alpha
  // check = >=0.0
  // desc = L1 regularization
Guolin Ke's avatar
Guolin Ke committed
374
375
  double lambda_l1 = 0.0;

376
  // alias = reg_lambda, lambda
377
  // check = >=0.0
Guolin Ke's avatar
Guolin Ke committed
378
379
380
  // desc = L2 regularization
  double lambda_l2 = 0.0;

381
  // check = >=0.0
382
  // desc = linear tree regularization, corresponds to the parameter ``lambda`` in Eq. 3 of `Gradient Boosting with Piece-Wise Linear Regression Trees <https://arxiv.org/pdf/1802.05640.pdf>`__
383
384
  double linear_lambda = 0.0;

385
386
387
  // alias = min_split_gain
  // check = >=0.0
  // desc = the minimal gain to perform split
388
  // desc = can be used to speed up training
Guolin Ke's avatar
Guolin Ke committed
389
390
  double min_gain_to_split = 0.0;

391
  // alias = rate_drop
392
393
394
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``dart``
395
  // desc = dropout rate: a fraction of previous trees to drop during the dropout
Guolin Ke's avatar
Guolin Ke committed
396
397
  double drop_rate = 0.1;

398
  // desc = used only in ``dart``
399
  // desc = max number of dropped trees during one boosting iteration
400
  // desc = ``<=0`` means no limit
Guolin Ke's avatar
Guolin Ke committed
401
402
  int max_drop = 50;

403
404
405
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``dart``
406
  // desc = probability of skipping the dropout procedure during a boosting iteration
Guolin Ke's avatar
Guolin Ke committed
407
408
  double skip_drop = 0.5;

409
410
  // desc = used only in ``dart``
  // desc = set this to ``true``, if you want to use xgboost dart mode
Guolin Ke's avatar
Guolin Ke committed
411
412
  bool xgboost_dart_mode = false;

413
414
  // desc = used only in ``dart``
  // desc = set this to ``true``, if you want to use uniform drop
Guolin Ke's avatar
Guolin Ke committed
415
416
  bool uniform_drop = false;

417
418
  // desc = used only in ``dart``
  // desc = random seed to choose dropping models
Guolin Ke's avatar
Guolin Ke committed
419
420
  int drop_seed = 4;

421
422
423
424
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``goss``
  // desc = the retain ratio of large gradient data
Guolin Ke's avatar
Guolin Ke committed
425
426
  double top_rate = 0.2;

427
428
429
430
  // check = >=0.0
  // check = <=1.0
  // desc = used only in ``goss``
  // desc = the retain ratio of small gradient data
Guolin Ke's avatar
Guolin Ke committed
431
432
  double other_rate = 0.1;

433
434
  // check = >0
  // desc = minimal number of data per categorical group
Guolin Ke's avatar
Guolin Ke committed
435
436
  int min_data_per_group = 100;

437
438
  // check = >0
  // desc = used for the categorical features
439
440
  // desc = limit number of split points considered for categorical features. See `the documentation on how LightGBM finds optimal splits for categorical features <./Features.rst#optimal-split-for-categorical-features>`_ for more details
  // desc = can be used to speed up training
Guolin Ke's avatar
Guolin Ke committed
441
442
  int max_cat_threshold = 32;

443
444
  // check = >=0.0
  // desc = used for the categorical features
445
  // desc = L2 regularization in categorical split
446
  double cat_l2 = 10.0;
Guolin Ke's avatar
Guolin Ke committed
447

448
449
450
451
  // check = >=0.0
  // desc = used for the categorical features
  // desc = this can reduce the effect of noises in categorical features, especially for categories with few data
  double cat_smooth = 10.0;
452

453
454
  // check = >0
  // desc = when number of categories of one feature smaller than or equal to ``max_cat_to_onehot``, one-vs-other split algorithm will be used
Guolin Ke's avatar
Guolin Ke committed
455
456
457
  int max_cat_to_onehot = 4;

  // alias = topk
458
  // check = >0
459
  // desc = used only in ``voting`` tree learner, refer to `Voting parallel <./Parallel-Learning-Guide.rst#choose-appropriate-parallel-algorithm>`__
460
  // desc = set this to larger value for more accurate result, but it will slow down the training speed
Guolin Ke's avatar
Guolin Ke committed
461
462
463
  int top_k = 20;

  // type = multi-int
464
465
466
467
468
  // alias = mc, monotone_constraint
  // default = None
  // desc = used for constraints of monotonic features
  // desc = ``1`` means increasing, ``-1`` means decreasing, ``0`` means non-constraint
  // desc = you need to specify all features in order. For example, ``mc=-1,0,1`` means decreasing for 1st feature, non-constraint for 2nd feature and increasing for the 3rd feature
Guolin Ke's avatar
Guolin Ke committed
469
  std::vector<int8_t> monotone_constraints;
Guolin Ke's avatar
Guolin Ke committed
470

Nikita Titov's avatar
Nikita Titov committed
471
  // type = enum
472
  // alias = monotone_constraining_method, mc_method
473
  // options = basic, intermediate, advanced
474
475
476
  // desc = used only if ``monotone_constraints`` is set
  // desc = monotone constraints method
  // descl2 = ``basic``, the most basic monotone constraints method. It does not slow the library at all, but over-constrains the predictions
477
478
  // descl2 = ``intermediate``, a `more advanced method <https://hal.archives-ouvertes.fr/hal-02862802/document>`__, which may slow the library very slightly. However, this method is much less constraining than the basic method and should significantly improve the results
  // descl2 = ``advanced``, an `even more advanced method <https://hal.archives-ouvertes.fr/hal-02862802/document>`__, which may slow the library. However, this method is even less constraining than the intermediate method and should again significantly improve the results
479
480
  std::string monotone_constraints_method = "basic";

481
482
483
  // alias = monotone_splits_penalty, ms_penalty, mc_penalty
  // check = >=0.0
  // desc = used only if ``monotone_constraints`` is set
484
  // desc = `monotone penalty <https://hal.archives-ouvertes.fr/hal-02862802/document>`__: a penalization parameter X forbids any monotone splits on the first X (rounded down) level(s) of the tree. The penalty applied to monotone splits on a given depth is a continuous, increasing function the penalization parameter
485
486
487
  // desc = if ``0.0`` (the default), no penalization is applied
  double monotone_penalty = 0.0;

Guolin Ke's avatar
Guolin Ke committed
488
  // type = multi-double
489
  // alias = feature_contrib, fc, fp, feature_penalty
Guolin Ke's avatar
Guolin Ke committed
490
491
492
493
  // default = None
  // desc = used to control feature's split gain, will use ``gain[i] = max(0, feature_contri[i]) * gain[i]`` to replace the split gain of i-th feature
  // desc = you need to specify all features in order
  std::vector<double> feature_contri;
494

495
496
497
498
  // alias = fs, forced_splits_filename, forced_splits_file, forced_splits
  // desc = path to a ``.json`` file that specifies splits to force at the top of every decision tree before best-first learning commences
  // desc = ``.json`` file can be arbitrarily nested, and each split contains ``feature``, ``threshold`` fields, as well as ``left`` and ``right`` fields representing subsplits
  // desc = categorical splits are forced in a one-hot fashion, with ``left`` representing the split containing the feature value and ``right`` representing other values
499
  // desc = **Note**: the forced split logic will be ignored, if the split makes gain worse
500
  // desc = see `this file <https://github.com/microsoft/LightGBM/tree/master/examples/binary_classification/forced_splits.json>`__ as an example
Guolin Ke's avatar
Guolin Ke committed
501
502
  std::string forcedsplits_filename = "";

Guolin Ke's avatar
Guolin Ke committed
503
504
505
506
507
508
  // check = >=0.0
  // check = <=1.0
  // desc = decay rate of ``refit`` task, will use ``leaf_output = refit_decay_rate * old_leaf_output + (1.0 - refit_decay_rate) * new_leaf_output`` to refit trees
  // desc = used only in ``refit`` task in CLI version or as argument in ``refit`` function in language-specific package
  double refit_decay_rate = 0.9;

509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
  // check = >=0.0
  // desc = cost-effective gradient boosting multiplier for all penalties
  double cegb_tradeoff = 1.0;

  // check = >=0.0
  // desc = cost-effective gradient-boosting penalty for splitting a node
  double cegb_penalty_split = 0.0;

  // type = multi-double
  // default = 0,0,...,0
  // desc = cost-effective gradient boosting penalty for using a feature
  // desc = applied per data point
  std::vector<double> cegb_penalty_feature_lazy;

  // type = multi-double
  // default = 0,0,...,0
  // desc = cost-effective gradient boosting penalty for using a feature
  // desc = applied once per forest
527
  std::vector<double> cegb_penalty_feature_coupled;
528

Belinda Trotta's avatar
Belinda Trotta committed
529
530
531
532
533
  // check = >= 0.0
  // desc = controls smoothing applied to tree nodes
  // desc = helps prevent overfitting on leaves with few samples
  // desc = if set to zero, no smoothing is applied
  // desc = if ``path_smooth > 0`` then ``min_data_in_leaf`` must be at least ``2``
534
  // desc = larger values give stronger regularization
Belinda Trotta's avatar
Belinda Trotta committed
535
536
537
538
  // descl2 = the weight of each node is ``(n / path_smooth) * w + w_p / (n / path_smooth + 1)``, where ``n`` is the number of samples in the node, ``w`` is the optimal node weight to minimise the loss (approximately ``-sum_gradients / sum_hessians``), and ``w_p`` is the weight of the parent node
  // descl2 = note that the parent output ``w_p`` itself has smoothing applied, unless it is the root node, so that the smoothing effect accumulates with the tree depth
  double path_smooth = 0;

539
540
541
542
  // desc = controls which features can appear in the same branch
  // desc = by default interaction constraints are disabled, to enable them you can specify
  // descl2 = for CLI, lists separated by commas, e.g. ``[0,1,2],[2,3]``
  // descl2 = for Python-package, list of lists, e.g. ``[[0, 1, 2], [2, 3]]``
543
  // descl2 = for R-package, list of character or numeric vectors, e.g. ``list(c("var1", "var2", "var3"), c("var3", "var4"))`` or ``list(c(1L, 2L, 3L), c(3L, 4L))``. Numeric vectors should use 1-based indexing, where ``1L`` is the first feature, ``2L`` is the second feature, etc
544
545
546
  // desc = any two features can only appear in the same branch only if there exists a constraint containing both features
  std::string interaction_constraints = "";

547
548
  // alias = verbose
  // desc = controls the level of LightGBM's verbosity
549
  // desc = ``< 0``: Fatal, ``= 0``: Error (Warning), ``= 1``: Info, ``> 1``: Debug
550
551
  int verbosity = 1;

552
  // [no-save]
553
554
555
556
557
558
559
  // alias = model_input, model_in
  // desc = filename of input model
  // desc = for ``prediction`` task, this model will be applied to prediction data
  // desc = for ``train`` task, training will be continued from this model
  // desc = **Note**: can be used only in CLI version
  std::string input_model = "";

560
  // [no-save]
561
562
563
564
565
  // alias = model_output, model_out
  // desc = filename of output model in training
  // desc = **Note**: can be used only in CLI version
  std::string output_model = "LightGBM_model.txt";

566
567
568
569
570
  // desc = the feature importance type in the saved model file
  // desc = ``0``: count-based feature importance (numbers of splits are counted); ``1``: gain-based feature importance (values of gain are counted)
  // desc = **Note**: can be used only in CLI version
  int saved_feature_importance_type = 0;

571
  // [no-save]
572
573
574
575
576
577
578
579
580
581
582
583
  // alias = save_period
  // desc = frequency of saving model file snapshot
  // desc = set this to positive value to enable this function. For example, the model file will be snapshotted at each iteration if ``snapshot_freq=1``
  // desc = **Note**: can be used only in CLI version
  int snapshot_freq = -1;

  #pragma endregion

  #pragma region IO Parameters

  #pragma region Dataset Parameters

584
585
586
587
  // check = >1
  // desc = max number of bins that feature values will be bucketed in
  // desc = small number of bins may reduce training accuracy but may increase general power (deal with over-fitting)
  // desc = LightGBM will auto compress memory according to ``max_bin``. For example, LightGBM will use ``uint8_t`` for feature value if ``max_bin=255``
588
  int max_bin = 255;
Guolin Ke's avatar
Guolin Ke committed
589

Belinda Trotta's avatar
Belinda Trotta committed
590
591
592
593
  // type = multi-int
  // default = None
  // desc = max number of bins for each feature
  // desc = if not specified, will use ``max_bin`` for all features
594
  std::vector<int32_t> max_bin_by_feature;
Belinda Trotta's avatar
Belinda Trotta committed
595

596
597
598
  // check = >0
  // desc = minimal number of data inside one bin
  // desc = use this to avoid one-data-one-bin (potential over-fitting)
Guolin Ke's avatar
Guolin Ke committed
599
600
  int min_data_in_bin = 3;

601
602
  // alias = subsample_for_bin
  // check = >0
603
604
  // desc = number of data that sampled to construct feature discrete bins
  // desc = setting this to larger value will give better training result, but may increase data loading time
605
  // desc = set this to larger value if data is very sparse
606
  // desc = **Note**: don't set this to small values, otherwise, you may encounter unexpected errors and poor accuracy
607
608
  int bin_construct_sample_cnt = 200000;

609
  // alias = data_seed
610
  // desc = random seed for sampling data to construct histogram bins
Guolin Ke's avatar
Guolin Ke committed
611
  int data_random_seed = 1;
Guolin Ke's avatar
Guolin Ke committed
612

613
614
615
  // alias = is_sparse, enable_sparse, sparse
  // desc = used to enable/disable sparse optimization
  bool is_enable_sparse = true;
Guolin Ke's avatar
Guolin Ke committed
616

617
618
619
620
621
622
623
624
  // alias = is_enable_bundle, bundle
  // desc = set this to ``false`` to disable Exclusive Feature Bundling (EFB), which is described in `LightGBM: A Highly Efficient Gradient Boosting Decision Tree <https://papers.nips.cc/paper/6907-lightgbm-a-highly-efficient-gradient-boosting-decision-tree>`__
  // desc = **Note**: disabling this may cause the slow training speed for sparse datasets
  bool enable_bundle = true;

  // desc = set this to ``false`` to disable the special handle of missing value
  bool use_missing = true;

625
  // desc = set this to ``true`` to treat all zero as missing values (including the unshown values in LibSVM / sparse matrices)
626
627
628
  // desc = set this to ``false`` to use ``na`` for representing missing values
  bool zero_as_missing = false;

629
  // desc = set this to ``true`` (the default) to tell LightGBM to ignore the features that are unsplittable based on ``min_data_in_leaf``
630
631
632
633
634
635
636
637
638
  // desc = as dataset object is initialized only once and cannot be changed after that, you may need to set this to ``false`` when searching parameters with ``min_data_in_leaf``, otherwise features are filtered by ``min_data_in_leaf`` firstly if you don't reconstruct dataset object
  // desc = **Note**: setting this to ``false`` may slow down the training
  bool feature_pre_filter = true;

  // alias = is_pre_partition
  // desc = used for parallel learning (excluding the ``feature_parallel`` mode)
  // desc = ``true`` if training data are pre-partitioned, and different machines use different partitions
  bool pre_partition = false;

639
640
641
  // alias = two_round_loading, use_two_round_loading
  // desc = set this to ``true`` if data file is too big to fit in memory
  // desc = by default, LightGBM will map data file to memory and load features from memory. This will provide faster data loading speed, but may cause run out of memory error when the data file is very big
642
  // desc = **Note**: works only in case of loading data directly from file
Guolin Ke's avatar
Guolin Ke committed
643
644
645
  bool two_round = false;

  // alias = has_header
646
  // desc = set this to ``true`` if input data has header
647
  // desc = **Note**: works only in case of loading data directly from file
Guolin Ke's avatar
Guolin Ke committed
648
649
  bool header = false;

650
651
652
653
654
  // type = int or string
  // alias = label
  // desc = used to specify the label column
  // desc = use number for index, e.g. ``label=0`` means column\_0 is the label
  // desc = add a prefix ``name:`` for column name, e.g. ``label=name:is_click``
655
  // desc = **Note**: works only in case of loading data directly from file
Guolin Ke's avatar
Guolin Ke committed
656
  std::string label_column = "";
Guolin Ke's avatar
Guolin Ke committed
657

658
659
660
661
662
  // type = int or string
  // alias = weight
  // desc = used to specify the weight column
  // desc = use number for index, e.g. ``weight=0`` means column\_0 is the weight
  // desc = add a prefix ``name:`` for column name, e.g. ``weight=name:weight``
663
  // desc = **Note**: works only in case of loading data directly from file
664
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``, e.g. when label is column\_0, and weight is column\_1, the correct parameter is ``weight=0``
Guolin Ke's avatar
Guolin Ke committed
665
  std::string weight_column = "";
Guolin Ke's avatar
Guolin Ke committed
666

667
668
669
670
671
  // type = int or string
  // alias = group, group_id, query_column, query, query_id
  // desc = used to specify the query/group id column
  // desc = use number for index, e.g. ``query=0`` means column\_0 is the query id
  // desc = add a prefix ``name:`` for column name, e.g. ``query=name:query_id``
672
  // desc = **Note**: works only in case of loading data directly from file
673
674
  // desc = **Note**: data should be grouped by query\_id
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``, e.g. when label is column\_0 and query\_id is column\_1, the correct parameter is ``query=0``
Guolin Ke's avatar
Guolin Ke committed
675
  std::string group_column = "";
Guolin Ke's avatar
Guolin Ke committed
676

677
  // type = multi-int or string
Guolin Ke's avatar
Guolin Ke committed
678
  // alias = ignore_feature, blacklist
679
680
681
682
683
  // desc = used to specify some ignoring columns in training
  // desc = use number for index, e.g. ``ignore_column=0,1,2`` means column\_0, column\_1 and column\_2 will be ignored
  // desc = add a prefix ``name:`` for column name, e.g. ``ignore_column=name:c1,c2,c3`` means c1, c2 and c3 will be ignored
  // desc = **Note**: works only in case of loading data directly from file
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
684
  // desc = **Note**: despite the fact that specified columns will be completely ignored during the training, they still should have a valid format allowing LightGBM to load file successfully
Guolin Ke's avatar
Guolin Ke committed
685
  std::string ignore_column = "";
686

687
688
689
690
691
  // type = multi-int or string
  // alias = cat_feature, categorical_column, cat_column
  // desc = used to specify categorical features
  // desc = use number for index, e.g. ``categorical_feature=0,1,2`` means column\_0, column\_1 and column\_2 are categorical features
  // desc = add a prefix ``name:`` for column name, e.g. ``categorical_feature=name:c1,c2,c3`` means c1, c2 and c3 are categorical features
692
  // desc = **Note**: only supports categorical with ``int`` type (not applicable for data represented as pandas DataFrame in Python-package)
693
694
  // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
  // desc = **Note**: all values should be less than ``Int32.MaxValue`` (2147483647)
695
  // desc = **Note**: using large values could be memory consuming. Tree decision rule works best when categorical features are presented by consecutive integers starting from zero
696
  // desc = **Note**: all negative values will be treated as **missing values**
697
  // desc = **Note**: the output cannot be monotonically constrained with respect to a categorical feature
Guolin Ke's avatar
Guolin Ke committed
698
699
  std::string categorical_feature = "";

700
701
702
703
704
  // desc = path to a ``.json`` file that specifies bin upper bounds for some or all features
  // desc = ``.json`` file should contain an array of objects, each containing the word ``feature`` (integer feature index) and ``bin_upper_bound`` (array of thresholds for binning)
  // desc = see `this file <https://github.com/microsoft/LightGBM/tree/master/examples/regression/forced_bins.json>`__ as an example
  std::string forcedbins_filename = "";

705
  // [no-save]
706
707
708
709
710
711
712
713
714
715
  // alias = is_save_binary, is_save_binary_file
  // desc = if ``true``, LightGBM will save the dataset (including validation data) to a binary file. This speed ups the data loading for the next time
  // desc = **Note**: ``init_score`` is not saved in binary file
  // desc = **Note**: can be used only in CLI version; for language-specific packages you can use the correspondent function
  bool save_binary = false;

  #pragma endregion

  #pragma region Predict Parameters

716
717
718
719
720
721
  // [no-save]
  // desc = used only in ``prediction`` task
  // desc = used to specify from which iteration to start the prediction
  // desc = ``<= 0`` means from the first iteration
  int start_iteration_predict = 0;

722
  // [no-save]
723
724
725
726
727
  // desc = used only in ``prediction`` task
  // desc = used to specify how many trained iterations will be used in prediction
  // desc = ``<= 0`` means no limit
  int num_iteration_predict = -1;

728
  // [no-save]
729
730
731
732
  // alias = is_predict_raw_score, predict_rawscore, raw_score
  // desc = used only in ``prediction`` task
  // desc = set this to ``true`` to predict only the raw scores
  // desc = set this to ``false`` to predict transformed scores
Guolin Ke's avatar
Guolin Ke committed
733
734
  bool predict_raw_score = false;

735
  // [no-save]
736
737
738
  // alias = is_predict_leaf_index, leaf_index
  // desc = used only in ``prediction`` task
  // desc = set this to ``true`` to predict with leaf index of all trees
Guolin Ke's avatar
Guolin Ke committed
739
740
  bool predict_leaf_index = false;

741
  // [no-save]
742
743
  // alias = is_predict_contrib, contrib
  // desc = used only in ``prediction`` task
744
  // desc = set this to ``true`` to estimate `SHAP values <https://arxiv.org/abs/1706.06060>`__, which represent how each feature contributes to each prediction
745
  // desc = produces ``#features + 1`` values where the last value is the expected value of the model output over the training data
746
  // desc = **Note**: if you want to get more explanation for your model's predictions using SHAP values like SHAP interaction values, you can install `shap package <https://github.com/slundberg/shap>`__
Nikita Titov's avatar
Nikita Titov committed
747
  // desc = **Note**: unlike the shap package, with ``predict_contrib`` we return a matrix with an extra column, where the last column is the expected value
Guolin Ke's avatar
Guolin Ke committed
748
749
  bool predict_contrib = false;

750
  // [no-save]
751
  // desc = used only in ``prediction`` task
752
753
754
755
756
  // desc = control whether or not LightGBM raises an error when you try to predict on data with a different number of features than the training data
  // desc = if ``false`` (the default), a fatal error will be raised if the number of features in the dataset you predict on differs from the number seen during training
  // desc = if ``true``, LightGBM will attempt to predict on whatever data you provide. This is dangerous because you might get incorrect predictions, but you could use it in situations where it is difficult or expensive to generate some features and you are very confident that they were never chosen for splits in the model
  // desc = **Note**: be very careful setting this parameter to ``true``
  bool predict_disable_shape_check = false;
Guolin Ke's avatar
Guolin Ke committed
757

758
  // [no-save]
759
760
  // desc = used only in ``prediction`` task
  // desc = if ``true``, will use early-stopping to speed up the prediction. May affect the accuracy
761
  bool pred_early_stop = false;
762

763
  // [no-save]
764
765
  // desc = used only in ``prediction`` task
  // desc = the frequency of checking early-stopping prediction
766
  int pred_early_stop_freq = 10;
Guolin Ke's avatar
Guolin Ke committed
767

768
  // [no-save]
769
770
  // desc = used only in ``prediction`` task
  // desc = the threshold of margin in early-stopping prediction
Guolin Ke's avatar
Guolin Ke committed
771
  double pred_early_stop_margin = 10.0;
Guolin Ke's avatar
Guolin Ke committed
772

773
  // [no-save]
774
  // alias = predict_result, prediction_result, predict_name, prediction_name, pred_name, name_pred
775
  // desc = used only in ``prediction`` task
776
777
778
779
780
781
782
  // desc = filename of prediction result
  // desc = **Note**: can be used only in CLI version
  std::string output_result = "LightGBM_predict_result.txt";

  #pragma endregion

  #pragma region Convert Parameters
783

784
  // [no-save]
785
  // desc = used only in ``convert_model`` task
786
  // desc = only ``cpp`` is supported yet; for conversion model to other languages consider using `m2cgen <https://github.com/BayesWitnesses/m2cgen>`__ utility
787
  // desc = if ``convert_model_language`` is set and ``task=train``, the model will be also converted
788
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
789
790
  std::string convert_model_language = "";

791
  // [no-save]
792
793
794
  // alias = convert_model_file
  // desc = used only in ``convert_model`` task
  // desc = output filename of converted model
795
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
796
797
  std::string convert_model = "gbdt_prediction.cpp";

798
  #pragma endregion
Guolin Ke's avatar
Guolin Ke committed
799

800
801
  #pragma endregion

Guolin Ke's avatar
Guolin Ke committed
802
803
  #pragma region Objective Parameters

804
  // desc = used only in ``rank_xendcg`` objective
805
806
807
  // desc = random seed for objectives, if random process is needed
  int objective_seed = 5;

808
809
810
811
  // check = >0
  // alias = num_classes
  // desc = used only in ``multi-class`` classification application
  int num_class = 1;
Guolin Ke's avatar
Guolin Ke committed
812

813
  // alias = unbalance, unbalanced_sets
814
  // desc = used only in ``binary`` and ``multiclassova`` applications
815
  // desc = set this to ``true`` if training data are unbalanced
816
  // desc = **Note**: while enabling this should increase the overall performance metric of your model, it will also result in poor estimates of the individual class probabilities
817
818
  // desc = **Note**: this parameter cannot be used at the same time with ``scale_pos_weight``, choose only **one** of them
  bool is_unbalance = false;
Guolin Ke's avatar
Guolin Ke committed
819

820
  // check = >0.0
821
  // desc = used only in ``binary`` and ``multiclassova`` applications
822
  // desc = weight of labels with positive class
823
  // desc = **Note**: while enabling this should increase the overall performance metric of your model, it will also result in poor estimates of the individual class probabilities
824
825
  // desc = **Note**: this parameter cannot be used at the same time with ``is_unbalance``, choose only **one** of them
  double scale_pos_weight = 1.0;
Guolin Ke's avatar
Guolin Ke committed
826

827
828
829
830
  // check = >0.0
  // desc = used only in ``binary`` and ``multiclassova`` classification and in ``lambdarank`` applications
  // desc = parameter for the sigmoid function
  double sigmoid = 1.0;
Guolin Ke's avatar
Guolin Ke committed
831

832
  // desc = used only in ``regression``, ``binary``, ``multiclassova`` and ``cross-entropy`` applications
833
  // desc = adjusts initial score to the mean of labels for faster convergence
Guolin Ke's avatar
Guolin Ke committed
834
835
  bool boost_from_average = true;

836
837
838
839
  // desc = used only in ``regression`` application
  // desc = used to fit ``sqrt(label)`` instead of original values and prediction result will be also automatically converted to ``prediction^2``
  // desc = might be useful in case of large-range labels
  bool reg_sqrt = false;
Guolin Ke's avatar
Guolin Ke committed
840

841
842
843
844
  // check = >0.0
  // desc = used only in ``huber`` and ``quantile`` ``regression`` applications
  // desc = parameter for `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__ and `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
  double alpha = 0.9;
Guolin Ke's avatar
Guolin Ke committed
845

846
847
848
849
  // check = >0.0
  // desc = used only in ``fair`` ``regression`` application
  // desc = parameter for `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
  double fair_c = 1.0;
Guolin Ke's avatar
Guolin Ke committed
850

851
852
853
854
  // check = >0.0
  // desc = used only in ``poisson`` ``regression`` application
  // desc = parameter for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__ to safeguard optimization
  double poisson_max_delta_step = 0.7;
Guolin Ke's avatar
Guolin Ke committed
855

856
857
858
859
860
861
862
  // check = >=1.0
  // check = <2.0
  // desc = used only in ``tweedie`` ``regression`` application
  // desc = used to control the variance of the tweedie distribution
  // desc = set this closer to ``2`` to shift towards a **Gamma** distribution
  // desc = set this closer to ``1`` to shift towards a **Poisson** distribution
  double tweedie_variance_power = 1.5;
Guolin Ke's avatar
Guolin Ke committed
863

864
865
  // check = >0
  // desc = used only in ``lambdarank`` application
Nikita Titov's avatar
Nikita Titov committed
866
867
  // desc = controls the number of top-results to focus on during training, refer to "truncation level" in the Sec. 3 of `LambdaMART paper <https://www.microsoft.com/en-us/research/wp-content/uploads/2016/02/MSR-TR-2010-82.pdf>`__
  // desc = this parameter is closely related to the desirable cutoff ``k`` in the metric **NDCG@k** that we aim at optimizing the ranker for. The optimal setting for this parameter is likely to be slightly higher than ``k`` (e.g., ``k + 3``) to include more pairs of documents to train on, but perhaps not too high to avoid deviating too much from the desired target metric **NDCG@k**
868
  int lambdarank_truncation_level = 30;
Guolin Ke's avatar
Guolin Ke committed
869

870
871
  // desc = used only in ``lambdarank`` application
  // desc = set this to ``true`` to normalize the lambdas for different queries, and improve the performance for unbalanced data
872
873
  // desc = set this to ``false`` to enforce the original lambdarank algorithm
  bool lambdarank_norm = true;
874

875
876
877
878
879
880
881
  // type = multi-double
  // default = 0,1,3,7,15,31,63,...,2^30-1
  // desc = used only in ``lambdarank`` application
  // desc = relevant gain for labels. For example, the gain of label ``2`` is ``3`` in case of default label gains
  // desc = separate by ``,``
  std::vector<double> label_gain;

Guolin Ke's avatar
Guolin Ke committed
882
883
884
  #pragma endregion

  #pragma region Metric Parameters
885

Guolin Ke's avatar
Guolin Ke committed
886
  // [doc-only]
887
888
889
  // alias = metrics, metric_types
  // default = ""
  // type = multi-enum
890
  // desc = metric(s) to be evaluated on the evaluation set(s)
891
  // descl2 = ``""`` (empty string or not specified) means that metric corresponding to specified ``objective`` will be used (this is possible only for pre-defined objective functions, otherwise no evaluation metric will be added)
892
  // descl2 = ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``, ``null``, ``custom``
893
894
  // descl2 = ``l1``, absolute loss, aliases: ``mean_absolute_error``, ``mae``, ``regression_l1``
  // descl2 = ``l2``, square loss, aliases: ``mean_squared_error``, ``mse``, ``regression_l2``, ``regression``
895
  // descl2 = ``rmse``, root square loss, aliases: ``root_mean_squared_error``, ``l2_root``
896
897
898
899
900
901
902
903
  // descl2 = ``quantile``, `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
  // descl2 = ``mape``, `MAPE loss <https://en.wikipedia.org/wiki/Mean_absolute_percentage_error>`__, aliases: ``mean_absolute_percentage_error``
  // descl2 = ``huber``, `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__
  // descl2 = ``fair``, `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
  // descl2 = ``poisson``, negative log-likelihood for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__
  // descl2 = ``gamma``, negative log-likelihood for **Gamma** regression
  // descl2 = ``gamma_deviance``, residual deviance for **Gamma** regression
  // descl2 = ``tweedie``, negative log-likelihood for **Tweedie** regression
904
  // descl2 = ``ndcg``, `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__, aliases: ``lambdarank``, ``rank_xendcg``, ``xendcg``, ``xe_ndcg``, ``xe_ndcg_mart``, ``xendcg_mart``
905
906
  // descl2 = ``map``, `MAP <https://makarandtapaswi.wordpress.com/2012/07/02/intuition-behind-average-precision-and-map/>`__, aliases: ``mean_average_precision``
  // descl2 = ``auc``, `AUC <https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Area_under_the_curve>`__
907
  // descl2 = ``average_precision``, `average precision score <https://scikit-learn.org/stable/modules/generated/sklearn.metrics.average_precision_score.html>`__
908
909
  // descl2 = ``binary_logloss``, `log loss <https://en.wikipedia.org/wiki/Cross_entropy>`__, aliases: ``binary``
  // descl2 = ``binary_error``, for one sample: ``0`` for correct classification, ``1`` for error classification
Belinda Trotta's avatar
Belinda Trotta committed
910
  // descl2 = ``auc_mu``, `AUC-mu <http://proceedings.mlr.press/v97/kleiman19a/kleiman19a.pdf>`__
911
912
  // descl2 = ``multi_logloss``, log loss for multi-class classification, aliases: ``multiclass``, ``softmax``, ``multiclassova``, ``multiclass_ova``, ``ova``, ``ovr``
  // descl2 = ``multi_error``, error rate for multi-class classification
Guolin Ke's avatar
Guolin Ke committed
913
914
915
  // descl2 = ``cross_entropy``, cross-entropy (with optional linear weights), aliases: ``xentropy``
  // descl2 = ``cross_entropy_lambda``, "intensity-weighted" cross-entropy, aliases: ``xentlambda``
  // descl2 = ``kullback_leibler``, `Kullback-Leibler divergence <https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence>`__, aliases: ``kldiv``
916
  // desc = support multiple metrics, separated by ``,``
Guolin Ke's avatar
Guolin Ke committed
917
918
  std::vector<std::string> metric;

919
  // [no-save]
920
  // check = >0
Guolin Ke's avatar
Guolin Ke committed
921
922
  // alias = output_freq
  // desc = frequency for metric output
923
  // desc = **Note**: can be used only in CLI version
Guolin Ke's avatar
Guolin Ke committed
924
925
  int metric_freq = 1;

926
  // [no-save]
927
928
  // alias = training_metric, is_training_metric, train_metric
  // desc = set this to ``true`` to output metric result over training dataset
929
  // desc = **Note**: can be used only in CLI version
930
  bool is_provide_training_metric = false;
931

932
933
  // type = multi-int
  // default = 1,2,3,4,5
934
  // alias = ndcg_eval_at, ndcg_at, map_eval_at, map_at
935
  // desc = used only with ``ndcg`` and ``map`` metrics
936
  // desc = `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__ and `MAP <https://makarandtapaswi.wordpress.com/2012/07/02/intuition-behind-average-precision-and-map/>`__ evaluation positions, separated by ``,``
Guolin Ke's avatar
Guolin Ke committed
937
  std::vector<int> eval_at;
Guolin Ke's avatar
Guolin Ke committed
938

Belinda Trotta's avatar
Belinda Trotta committed
939
940
941
942
943
944
945
946
  // check = >0
  // desc = used only with ``multi_error`` metric
  // desc = threshold for top-k multi-error metric
  // desc = the error on each sample is ``0`` if the true class is among the top ``multi_error_top_k`` predictions, and ``1`` otherwise
  // descl2 = more precisely, the error on a sample is ``0`` if there are at least ``num_classes - multi_error_top_k`` predictions strictly less than the prediction on the true class
  // desc = when ``multi_error_top_k=1`` this is equivalent to the usual multi-error metric
  int multi_error_top_k = 1;

Belinda Trotta's avatar
Belinda Trotta committed
947
948
949
950
951
952
953
954
955
  // type = multi-double
  // default = None
  // desc = used only with ``auc_mu`` metric
  // desc = list representing flattened matrix (in row-major order) giving loss weights for classification errors
  // desc = list should have ``n * n`` elements, where ``n`` is the number of classes
  // desc = the matrix co-ordinate ``[i, j]`` should correspond to the ``i * n + j``-th element of the list
  // desc = if not specified, will use equal weights for all classes
  std::vector<double> auc_mu_weights;

Guolin Ke's avatar
Guolin Ke committed
956
957
958
959
  #pragma endregion

  #pragma region Network Parameters

960
961
962
963
  // check = >0
  // alias = num_machine
  // desc = the number of machines for parallel learning application
  // desc = this parameter is needed to be set in both **socket** and **mpi** versions
Guolin Ke's avatar
Guolin Ke committed
964
  int num_machines = 1;
Guolin Ke's avatar
Guolin Ke committed
965

966
967
968
969
  // check = >0
  // alias = local_port, port
  // desc = TCP listen port for local machines
  // desc = **Note**: don't forget to allow this port in firewall settings before training
Guolin Ke's avatar
Guolin Ke committed
970
  int local_listen_port = 12400;
Guolin Ke's avatar
Guolin Ke committed
971

972
973
974
  // check = >0
  // desc = socket time-out in minutes
  int time_out = 120;
Guolin Ke's avatar
Guolin Ke committed
975

976
977
978
  // alias = machine_list_file, machine_list, mlist
  // desc = path of file that lists machines for this parallel learning application
  // desc = each line contains one IP and one port for one machine. The format is ``ip port`` (space as a separator)
Guolin Ke's avatar
Guolin Ke committed
979
  std::string machine_list_filename = "";
Guolin Ke's avatar
Guolin Ke committed
980

981
982
  // alias = workers, nodes
  // desc = list of machines in the following format: ``ip1:port1,ip2:port2``
983
  std::string machines = "";
Guolin Ke's avatar
Guolin Ke committed
984

Guolin Ke's avatar
Guolin Ke committed
985
986
987
988
  #pragma endregion

  #pragma region GPU Parameters

989
990
  // desc = OpenCL platform ID. Usually each GPU vendor exposes one OpenCL platform
  // desc = ``-1`` means the system-wide default platform
991
  // desc = **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details
Guolin Ke's avatar
Guolin Ke committed
992
993
  int gpu_platform_id = -1;

994
995
  // desc = OpenCL device ID in the specified platform. Each GPU in the selected platform has a unique device ID
  // desc = ``-1`` means the default device in the selected platform
996
  // desc = **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details
Guolin Ke's avatar
Guolin Ke committed
997
998
  int gpu_device_id = -1;

999
  // desc = set this to ``true`` to use double precision math on GPU (by default single precision is used in OpenCL implementation and double precision is used in CUDA implementation)
Guolin Ke's avatar
Guolin Ke committed
1000
1001
  bool gpu_use_dp = false;

1002
1003
1004
1005
1006
  // check = >0
  // desc = number of GPUs
  // desc = **Note**: can be used only in CUDA implementation
  int num_gpu = 1;

Guolin Ke's avatar
Guolin Ke committed
1007
1008
1009
  #pragma endregion

  #pragma endregion
Guolin Ke's avatar
Guolin Ke committed
1010

1011
1012
  size_t file_load_progress_interval_bytes = size_t(10) * 1024 * 1024 * 1024;

Guolin Ke's avatar
Guolin Ke committed
1013
  bool is_parallel = false;
1014
  bool is_data_based_parallel = false;
Guolin Ke's avatar
Guolin Ke committed
1015
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params);
jcipar's avatar
jcipar committed
1016
1017
  static const std::unordered_map<std::string, std::string>& alias_table();
  static const std::unordered_set<std::string>& parameter_set();
Belinda Trotta's avatar
Belinda Trotta committed
1018
  std::vector<std::vector<double>> auc_mu_weights_matrix;
1019
  std::vector<std::vector<int>> interaction_constraints_vector;
1020

Nikita Titov's avatar
Nikita Titov committed
1021
 private:
Guolin Ke's avatar
Guolin Ke committed
1022
  void CheckParamConflict();
Guolin Ke's avatar
Guolin Ke committed
1023
1024
  void GetMembersFromString(const std::unordered_map<std::string, std::string>& params);
  std::string SaveMembersToString() const;
Belinda Trotta's avatar
Belinda Trotta committed
1025
  void GetAucMuWeights();
1026
  void GetInteractionConstraints();
Guolin Ke's avatar
Guolin Ke committed
1027
1028
};

Guolin Ke's avatar
Guolin Ke committed
1029
inline bool Config::GetString(
Guolin Ke's avatar
Guolin Ke committed
1030
1031
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, std::string* out) {
1032
  if (params.count(name) > 0 && !params.at(name).empty()) {
Guolin Ke's avatar
Guolin Ke committed
1033
1034
1035
1036
1037
1038
    *out = params.at(name);
    return true;
  }
  return false;
}

Guolin Ke's avatar
Guolin Ke committed
1039
inline bool Config::GetInt(
Guolin Ke's avatar
Guolin Ke committed
1040
1041
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, int* out) {
1042
  if (params.count(name) > 0 && !params.at(name).empty()) {
1043
    if (!Common::AtoiAndCheck(params.at(name).c_str(), out)) {
1044
      Log::Fatal("Parameter %s should be of type int, got \"%s\"",
Guolin Ke's avatar
Guolin Ke committed
1045
                 name.c_str(), params.at(name).c_str());
1046
    }
Guolin Ke's avatar
Guolin Ke committed
1047
1048
1049
1050
1051
    return true;
  }
  return false;
}

Guolin Ke's avatar
Guolin Ke committed
1052
inline bool Config::GetDouble(
Guolin Ke's avatar
Guolin Ke committed
1053
  const std::unordered_map<std::string, std::string>& params,
1054
  const std::string& name, double* out) {
1055
  if (params.count(name) > 0 && !params.at(name).empty()) {
1056
    if (!Common::AtofAndCheck(params.at(name).c_str(), out)) {
1057
      Log::Fatal("Parameter %s should be of type double, got \"%s\"",
Guolin Ke's avatar
Guolin Ke committed
1058
                 name.c_str(), params.at(name).c_str());
1059
    }
Guolin Ke's avatar
Guolin Ke committed
1060
1061
1062
1063
1064
    return true;
  }
  return false;
}

Guolin Ke's avatar
Guolin Ke committed
1065
inline bool Config::GetBool(
Guolin Ke's avatar
Guolin Ke committed
1066
1067
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, bool* out) {
1068
  if (params.count(name) > 0 && !params.at(name).empty()) {
Guolin Ke's avatar
Guolin Ke committed
1069
    std::string value = params.at(name);
Guolin Ke's avatar
Guolin Ke committed
1070
    std::transform(value.begin(), value.end(), value.begin(), Common::tolower);
1071
    if (value == std::string("false") || value == std::string("-")) {
Guolin Ke's avatar
Guolin Ke committed
1072
      *out = false;
1073
    } else if (value == std::string("true") || value == std::string("+")) {
Guolin Ke's avatar
Guolin Ke committed
1074
      *out = true;
1075
    } else {
1076
      Log::Fatal("Parameter %s should be \"true\"/\"+\" or \"false\"/\"-\", got \"%s\"",
Guolin Ke's avatar
Guolin Ke committed
1077
                 name.c_str(), params.at(name).c_str());
Guolin Ke's avatar
Guolin Ke committed
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
    }
    return true;
  }
  return false;
}

struct ParameterAlias {
  static void KeyAliasTransform(std::unordered_map<std::string, std::string>* params) {
    std::unordered_map<std::string, std::string> tmp_map;
    for (const auto& pair : *params) {
jcipar's avatar
jcipar committed
1088
1089
      auto alias = Config::alias_table().find(pair.first);
      if (alias != Config::alias_table().end()) {  // found alias
Guolin Ke's avatar
Guolin Ke committed
1090
        auto alias_set = tmp_map.find(alias->second);
1091
1092
        if (alias_set != tmp_map.end()) {  // alias already set
                                           // set priority by length & alphabetically to ensure reproducible behavior
wxchan's avatar
wxchan committed
1093
1094
          if (alias_set->second.size() < pair.first.size() ||
            (alias_set->second.size() == pair.first.size() && alias_set->second < pair.first)) {
1095
            Log::Warning("%s is set with %s=%s, %s=%s will be ignored. Current value: %s=%s",
Guolin Ke's avatar
Guolin Ke committed
1096
1097
                         alias->second.c_str(), alias_set->second.c_str(), params->at(alias_set->second).c_str(),
                         pair.first.c_str(), pair.second.c_str(), alias->second.c_str(), params->at(alias_set->second).c_str());
wxchan's avatar
wxchan committed
1098
          } else {
1099
            Log::Warning("%s is set with %s=%s, will be overridden by %s=%s. Current value: %s=%s",
Guolin Ke's avatar
Guolin Ke committed
1100
1101
                         alias->second.c_str(), alias_set->second.c_str(), params->at(alias_set->second).c_str(),
                         pair.first.c_str(), pair.second.c_str(), alias->second.c_str(), pair.second.c_str());
wxchan's avatar
wxchan committed
1102
1103
            tmp_map[alias->second] = pair.first;
          }
1104
        } else {  // alias not set
wxchan's avatar
wxchan committed
1105
1106
          tmp_map.emplace(alias->second, pair.first);
        }
jcipar's avatar
jcipar committed
1107
      } else if (Config::parameter_set().find(pair.first) == Config::parameter_set().end()) {
wxchan's avatar
wxchan committed
1108
        Log::Warning("Unknown parameter: %s", pair.first.c_str());
Guolin Ke's avatar
Guolin Ke committed
1109
1110
1111
      }
    }
    for (const auto& pair : tmp_map) {
wxchan's avatar
wxchan committed
1112
      auto alias = params->find(pair.first);
1113
      if (alias == params->end()) {  // not find
wxchan's avatar
wxchan committed
1114
1115
1116
        params->emplace(pair.first, params->at(pair.second));
        params->erase(pair.second);
      } else {
Guolin Ke's avatar
Guolin Ke committed
1117
1118
1119
        Log::Warning("%s is set=%s, %s=%s will be ignored. Current value: %s=%s",
                     pair.first.c_str(), alias->second.c_str(), pair.second.c_str(), params->at(pair.second).c_str(),
                     pair.first.c_str(), alias->second.c_str());
Guolin Ke's avatar
Guolin Ke committed
1120
1121
1122
1123
1124
      }
    }
  }
};

1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
inline std::string ParseObjectiveAlias(const std::string& type) {
  if (type == std::string("regression") || type == std::string("regression_l2")
    || type == std::string("mean_squared_error") || type == std::string("mse") || type == std::string("l2")
    || type == std::string("l2_root") || type == std::string("root_mean_squared_error") || type == std::string("rmse")) {
    return "regression";
  } else if (type == std::string("regression_l1") || type == std::string("mean_absolute_error")
    || type == std::string("l1") || type == std::string("mae")) {
    return "regression_l1";
  } else if (type == std::string("multiclass") || type == std::string("softmax")) {
    return "multiclass";
  } else if (type == std::string("multiclassova") || type == std::string("multiclass_ova") || type == std::string("ova") || type == std::string("ovr")) {
    return "multiclassova";
  } else if (type == std::string("xentropy") || type == std::string("cross_entropy")) {
    return "cross_entropy";
  } else if (type == std::string("xentlambda") || type == std::string("cross_entropy_lambda")) {
    return "cross_entropy_lambda";
  } else if (type == std::string("mean_absolute_percentage_error") || type == std::string("mape")) {
    return "mape";
1143
1144
1145
  } else if (type == std::string("rank_xendcg") || type == std::string("xendcg") || type == std::string("xe_ndcg")
             || type == std::string("xe_ndcg_mart") || type == std::string("xendcg_mart")) {
    return "rank_xendcg";
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
  } else if (type == std::string("none") || type == std::string("null") || type == std::string("custom") || type == std::string("na")) {
    return "custom";
  }
  return type;
}

inline std::string ParseMetricAlias(const std::string& type) {
  if (type == std::string("regression") || type == std::string("regression_l2") || type == std::string("l2") || type == std::string("mean_squared_error") || type == std::string("mse")) {
    return "l2";
  } else if (type == std::string("l2_root") || type == std::string("root_mean_squared_error") || type == std::string("rmse")) {
    return "rmse";
  } else if (type == std::string("regression_l1") || type == std::string("l1") || type == std::string("mean_absolute_error") || type == std::string("mae")) {
    return "l1";
  } else if (type == std::string("binary_logloss") || type == std::string("binary")) {
    return "binary_logloss";
1161
1162
  } else if (type == std::string("ndcg") || type == std::string("lambdarank") || type == std::string("rank_xendcg")
             || type == std::string("xendcg") || type == std::string("xe_ndcg") || type == std::string("xe_ndcg_mart") || type == std::string("xendcg_mart")) {
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
    return "ndcg";
  } else if (type == std::string("map") || type == std::string("mean_average_precision")) {
    return "map";
  } else if (type == std::string("multi_logloss") || type == std::string("multiclass") || type == std::string("softmax") || type == std::string("multiclassova") || type == std::string("multiclass_ova") || type == std::string("ova") || type == std::string("ovr")) {
    return "multi_logloss";
  } else if (type == std::string("xentropy") || type == std::string("cross_entropy")) {
    return "cross_entropy";
  } else if (type == std::string("xentlambda") || type == std::string("cross_entropy_lambda")) {
    return "cross_entropy_lambda";
  } else if (type == std::string("kldiv") || type == std::string("kullback_leibler")) {
    return "kullback_leibler";
  } else if (type == std::string("mean_absolute_percentage_error") || type == std::string("mape")) {
    return "mape";
Belinda Trotta's avatar
Belinda Trotta committed
1176
1177
  } else if (type == std::string("auc_mu")) {
    return "auc_mu";
1178
1179
1180
1181
1182
1183
  } else if (type == std::string("none") || type == std::string("null") || type == std::string("custom") || type == std::string("na")) {
    return "custom";
  }
  return type;
}

Guolin Ke's avatar
Guolin Ke committed
1184
1185
}   // namespace LightGBM

Belinda Trotta's avatar
Belinda Trotta committed
1186
#endif   // LightGBM_CONFIG_H_