lgb_shared_params.Rd 5.9 KB
Newer Older
James Lamb's avatar
James Lamb committed
1
2
3
4
5
6
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/lightgbm.R
\name{lgb_shared_params}
\alias{lgb_shared_params}
\title{Shared parameter docs}
\arguments{
7
\item{callbacks}{List of callback functions that are applied at each iteration.}
James Lamb's avatar
James Lamb committed
8

9
10
11
\item{data}{a \code{lgb.Dataset} object, used for training. Some functions, such as \code{\link{lgb.cv}},
may allow you to pass other types of data like \code{matrix} and then separately supply
\code{label} as a keyword argument.}
James Lamb's avatar
James Lamb committed
12

13
14
15
16
17
\item{early_stopping_rounds}{int. Activates early stopping. When this parameter is non-null,
training will stop if the evaluation of any metric on any validation set
fails to improve for \code{early_stopping_rounds} consecutive boosting rounds.
If training stops early, the returned model will have attribute \code{best_iter}
set to the iteration number of the best iteration.}
James Lamb's avatar
James Lamb committed
18

19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
\item{eval}{evaluation function(s). This can be a character vector, function, or list with a mixture of
            strings and functions.

            \itemize{
                \item{\bold{a. character vector}:
                    If you provide a character vector to this argument, it should contain strings with valid
                    evaluation metrics.
                    See \href{https://lightgbm.readthedocs.io/en/latest/Parameters.html#metric}{
                    The "metric" section of the documentation}
                    for a list of valid metrics.
                }
                \item{\bold{b. function}:
                     You can provide a custom evaluation function. This
                     should accept the keyword arguments \code{preds} and \code{dtrain} and should return a named
                     list with three elements:
                     \itemize{
                         \item{\code{name}: A string with the name of the metric, used for printing
                             and storing results.
                         }
                         \item{\code{value}: A single number indicating the value of the metric for the
                             given predictions and true values
                         }
                         \item{
                             \code{higher_better}: A boolean indicating whether higher values indicate a better fit.
                             For example, this would be \code{FALSE} for metrics like MAE or RMSE.
                         }
                     }
                }
                \item{\bold{c. list}:
                    If a list is given, it should only contain character vectors and functions.
                    These should follow the requirements from the descriptions above.
                }
            }}

53
\item{eval_freq}{evaluation output frequency, only effective when verbose > 0 and \code{valids} has been provided}
James Lamb's avatar
James Lamb committed
54

55
\item{init_model}{path of model file or \code{lgb.Booster} object, will continue training from this model}
James Lamb's avatar
James Lamb committed
56
57
58

\item{nrounds}{number of training rounds}

59
60
61
62
\item{obj}{objective function, can be character or custom objective function. Examples include
\code{regression}, \code{regression_l1}, \code{huber},
\code{binary}, \code{lambdarank}, \code{multiclass}, \code{multiclass}}

63
64
\item{params}{a list of parameters. See \href{https://lightgbm.readthedocs.io/en/latest/Parameters.html}{
the "Parameters" section of the documentation} for a list of parameters and valid values.}
James Lamb's avatar
James Lamb committed
65

66
67
\item{verbose}{verbosity for output, if <= 0 and \code{valids} has been provided, also will disable the
printing of evaluation during training}
68
69
70

\item{serializable}{whether to make the resulting objects serializable through functions such as
\code{save} or \code{saveRDS} (see section "Model serialization").}
James Lamb's avatar
James Lamb committed
71
72
73
74
}
\description{
Parameter docs shared by \code{lgb.train}, \code{lgb.cv}, and \code{lightgbm}
}
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
\section{Early Stopping}{


         "early stopping" refers to stopping the training process if the model's performance on a given
         validation set does not improve for several consecutive iterations.

         If multiple arguments are given to \code{eval}, their order will be preserved. If you enable
         early stopping by setting \code{early_stopping_rounds} in \code{params}, by default all
         metrics will be considered for early stopping.

         If you want to only consider the first metric for early stopping, pass
         \code{first_metric_only = TRUE} in \code{params}. Note that if you also specify \code{metric}
         in \code{params}, that metric will be considered the "first" one. If you omit \code{metric},
         a default metric will be used based on your choice for the parameter \code{obj} (keyword argument)
         or \code{objective} (passed into \code{params}).
}

92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
\section{Model serialization}{


         LightGBM model objects can be serialized and de-serialized through functions such as \code{save}
         or \code{saveRDS}, but similarly to libraries such as 'xgboost', serialization works a bit differently
         from typical R objects. In order to make models serializable in R, a copy of the underlying C++ object
         as serialized raw bytes is produced and stored in the R model object, and when this R object is
         de-serialized, the underlying C++ model object gets reconstructed from these raw bytes, but will only
         do so once some function that uses it is called, such as \code{predict}. In order to forcibly
         reconstruct the C++ object after deserialization (e.g. after calling \code{readRDS} or similar), one
         can use the function \link{lgb.restore_handle} (for example, if one makes predictions in parallel or in
         forked processes, it will be faster to restore the handle beforehand).

         Producing and keeping these raw bytes however uses extra memory, and if they are not required,
         it is possible to avoid producing them by passing `serializable=FALSE`. In such cases, these raw
         bytes can be added to the model on demand through function \link{lgb.make_serializable}.
}

110
\keyword{internal}