"vscode:/vscode.git/clone" did not exist on "c8712a9e083bfa0922f6e860f49a8a374816f43e"
Parameters.rst 50.3 KB
Newer Older
1
..  List of parameters is auto generated by LightGBM\helpers\parameter_generator.py from LightGBM\include\LightGBM\config.h file.
2

3
4
5
.. role:: raw-html(raw)
    :format: html

6
7
8
Parameters
==========

9
This page contains descriptions of all parameters in LightGBM.
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

**List of other helpful links**

- `Python API <./Python-API.rst>`__

- `Parameters Tuning <./Parameters-Tuning.rst>`__

**External Links**

- `Laurae++ Interactive Documentation`_

Parameters Format
-----------------

The parameters format is ``key1=value1 key2=value2 ...``.
25
Parameters can be set both in config file and command line.
26
27
28
By using command line, parameters should not have spaces before and after ``=``.
By using config files, one line can only contain one parameter. You can use ``#`` to comment.

29
If one parameter appears in both command line and config file, LightGBM will use the parameter from the command line.
30

31
32
.. start params list

33
34
35
Core Parameters
---------------

36
-  ``config`` :raw-html:`<a id="config" title="Permalink to this parameter" href="#config">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``config_file``
37
38
39

   -  path of config file

40
   -  **Note**: can be used only in CLI version
41

42
-  ``task`` :raw-html:`<a id="task" title="Permalink to this parameter" href="#task">&#x1F517;&#xFE0E;</a>`, default = ``train``, type = enum, options: ``train``, ``predict``, ``convert_model``, ``refit``, aliases: ``task_type``
43

44
   -  ``train``, for training, aliases: ``training``
45

46
   -  ``predict``, for prediction, aliases: ``prediction``, ``test``
47

48
   -  ``convert_model``, for converting model file into if-else format, see more information in `IO Parameters <#io-parameters>`__
49

50
   -  ``refit``, for refitting existing models with new data, aliases: ``refit_tree``
51

Guolin Ke's avatar
Guolin Ke committed
52
   -  **Note**: can be used only in CLI version; for language-specific packages you can use the correspondent functions
53

54
-  ``objective`` :raw-html:`<a id="objective" title="Permalink to this parameter" href="#objective">&#x1F517;&#xFE0E;</a>`, default = ``regression``, type = enum, options: ``regression``, ``regression_l1``, ``huber``, ``fair``, ``poisson``, ``quantile``, ``mape``, ``gammma``, ``tweedie``, ``binary``, ``multiclass``, ``multiclassova``, ``xentropy``, ``xentlambda``, ``lambdarank``, aliases: ``objective_type``, ``app``, ``application``
55

56
   -  regression application
57

58
      -  ``regression_l2``, L2 loss, aliases: ``regression``, ``mean_squared_error``, ``mse``, ``l2_root``, ``root_mean_squared_error``, ``rmse``
59

60
      -  ``regression_l1``, L1 loss, aliases: ``mean_absolute_error``, ``mae``
61

62
      -  ``huber``, `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__
63

64
      -  ``fair``, `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
65

66
      -  ``poisson``, `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__
67

68
      -  ``quantile``, `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
69

70
      -  ``mape``, `MAPE loss <https://en.wikipedia.org/wiki/Mean_absolute_percentage_error>`__, aliases: ``mean_absolute_percentage_error``
71

72
      -  ``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#Applications>`__
Guolin Ke's avatar
Guolin Ke committed
73

74
      -  ``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#Applications>`__
Guolin Ke's avatar
Guolin Ke committed
75

76
   -  ``binary``, binary `log loss <https://en.wikipedia.org/wiki/Cross_entropy>`__ classification (or logistic regression). Requires labels in {0, 1}; see ``cross-entropy`` application for general probability labels in [0, 1]
77
78
79

   -  multi-class classification application

80
      -  ``multiclass``, `softmax <https://en.wikipedia.org/wiki/Softmax_function>`__ objective function, aliases: ``softmax``
81

82
      -  ``multiclassova``, `One-vs-All <https://en.wikipedia.org/wiki/Multiclass_classification#One-vs.-rest>`__ binary objective function, aliases: ``multiclass_ova``, ``ova``, ``ovr``
Nikita Titov's avatar
Nikita Titov committed
83
84

      -  ``num_class`` should be set as well
85
86
87

   -  cross-entropy application

88
      -  ``xentropy``, objective function for cross-entropy (with optional linear weights), aliases: ``cross_entropy``
89

90
      -  ``xentlambda``, alternative parameterization of cross-entropy, aliases: ``cross_entropy_lambda``
91

92
      -  label is anything in interval [0, 1]
93

94
   -  ``lambdarank``, `lambdarank <https://papers.nips.cc/paper/2971-learning-to-rank-with-nonsmooth-cost-functions.pdf>`__ application
95

96
      -  label should be ``int`` type in lambdarank tasks, and larger number represents the higher relevance (e.g. 0:bad, 1:fair, 2:good, 3:perfect)
97

98
      -  `label_gain <#objective-parameters>`__ can be used to set the gain (weight) of ``int`` label
99
100

      -  all values in ``label`` must be smaller than number of elements in ``label_gain``
101

102
-  ``boosting`` :raw-html:`<a id="boosting" title="Permalink to this parameter" href="#boosting">&#x1F517;&#xFE0E;</a>`, default = ``gbdt``, type = enum, options: ``gbdt``, ``gbrt``, ``rf``, ``random_forest``, ``dart``, ``goss``, aliases: ``boosting_type``, ``boost``
103

104
   -  ``gbdt``, traditional Gradient Boosting Decision Tree, aliases: ``gbrt``
105

106
   -  ``rf``, Random Forest, aliases: ``random_forest``
107

108
   -  ``dart``, `Dropouts meet Multiple Additive Regression Trees <https://arxiv.org/abs/1505.01866>`__
109
110
111

   -  ``goss``, Gradient-based One-Side Sampling

112
-  ``data`` :raw-html:`<a id="data" title="Permalink to this parameter" href="#data">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``train``, ``train_data``, ``train_data_file``, ``data_filename``
113

114
   -  path of training data, LightGBM will train from this data
115

116
117
   -  **Note**: can be used only in CLI version

118
-  ``valid`` :raw-html:`<a id="valid" title="Permalink to this parameter" href="#valid">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``test``, ``valid_data``, ``valid_data_file``, ``test_data``, ``test_data_file``, ``valid_filenames``
119

120
   -  path(s) of validation/test data, LightGBM will output metrics for these data
121

122
   -  support multiple validation data, separated by ``,``
123

124
125
   -  **Note**: can be used only in CLI version

126
-  ``num_iterations`` :raw-html:`<a id="num_iterations" title="Permalink to this parameter" href="#num_iterations">&#x1F517;&#xFE0E;</a>`, default = ``100``, type = int, aliases: ``num_iteration``, ``n_iter``, ``num_tree``, ``num_trees``, ``num_round``, ``num_rounds``, ``num_boost_round``, ``n_estimators``, constraints: ``num_iterations >= 0``
127
128

   -  number of boosting iterations
129

130
   -  **Note**: internally, LightGBM constructs ``num_class * num_iterations`` trees for multi-class classification problems
131

132
-  ``learning_rate`` :raw-html:`<a id="learning_rate" title="Permalink to this parameter" href="#learning_rate">&#x1F517;&#xFE0E;</a>`, default = ``0.1``, type = double, aliases: ``shrinkage_rate``, ``eta``, constraints: ``learning_rate > 0.0``
133
134
135
136
137

   -  shrinkage rate

   -  in ``dart``, it also affects on normalization weights of dropped trees

138
-  ``num_leaves`` :raw-html:`<a id="num_leaves" title="Permalink to this parameter" href="#num_leaves">&#x1F517;&#xFE0E;</a>`, default = ``31``, type = int, aliases: ``num_leaf``, ``max_leaves``, ``max_leaf``, constraints: ``num_leaves > 1``
139

140
   -  max number of leaves in one tree
141

142
-  ``tree_learner`` :raw-html:`<a id="tree_learner" title="Permalink to this parameter" href="#tree_learner">&#x1F517;&#xFE0E;</a>`, default = ``serial``, type = enum, options: ``serial``, ``feature``, ``data``, ``voting``, aliases: ``tree``, ``tree_type``, ``tree_learner_type``
143
144
145

   -  ``serial``, single machine tree learner

146
   -  ``feature``, feature parallel tree learner, aliases: ``feature_parallel``
147

148
   -  ``data``, data parallel tree learner, aliases: ``data_parallel``
149

150
   -  ``voting``, voting parallel tree learner, aliases: ``voting_parallel``
151
152
153

   -  refer to `Parallel Learning Guide <./Parallel-Learning-Guide.rst>`__ to get more details

154
-  ``num_threads`` :raw-html:`<a id="num_threads" title="Permalink to this parameter" href="#num_threads">&#x1F517;&#xFE0E;</a>`, default = ``0``, type = int, aliases: ``num_thread``, ``nthread``, ``nthreads``, ``n_jobs``
155
156
157

   -  number of threads for LightGBM

158
   -  ``0`` means default number of threads in OpenMP
159

160
   -  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)
161

162
   -  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)
163

164
   -  be aware a task manager or any similar CPU monitoring tool might report that cores not being fully utilized. **This is normal**
165

166
   -  for parallel learning, do not use all CPU cores because this will cause poor performance for the network communication
167

168
-  ``device_type`` :raw-html:`<a id="device_type" title="Permalink to this parameter" href="#device_type">&#x1F517;&#xFE0E;</a>`, default = ``cpu``, type = enum, options: ``cpu``, ``gpu``, aliases: ``device``
169
170

   -  device for the tree learning, you can use GPU to achieve the faster learning
171
172
173

   -  **Note**: it is recommended to use the smaller ``max_bin`` (e.g. 63) to get the better speed up

174
175
176
177
   -  **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

   -  **Note**: refer to `Installation Guide <./Installation-Guide.rst#build-gpu-version>`__ to build LightGBM with GPU support

178
-  ``seed`` :raw-html:`<a id="seed" title="Permalink to this parameter" href="#seed">&#x1F517;&#xFE0E;</a>`, default = ``0``, type = int, aliases: ``random_seed``, ``random_state``
179

180
181
182
   -  this seed is used to generate other seeds, e.g. ``data_random_seed``, ``feature_fraction_seed``

   -  will be overridden, if you set other seeds
183
184
185
186

Learning Control Parameters
---------------------------

187
-  ``max_depth`` :raw-html:`<a id="max_depth" title="Permalink to this parameter" href="#max_depth">&#x1F517;&#xFE0E;</a>`, default = ``-1``, type = int
188

189
   -  limit the max depth for tree model. This is used to deal with over-fitting when ``#data`` is small. Tree still grows leaf-wise
190
191
192

   -  ``< 0`` means no limit

193
-  ``min_data_in_leaf`` :raw-html:`<a id="min_data_in_leaf" title="Permalink to this parameter" href="#min_data_in_leaf">&#x1F517;&#xFE0E;</a>`, default = ``20``, type = int, aliases: ``min_data_per_leaf``, ``min_data``, ``min_child_samples``, constraints: ``min_data_in_leaf >= 0``
194
195
196

   -  minimal number of data in one leaf. Can be used to deal with over-fitting

197
-  ``min_sum_hessian_in_leaf`` :raw-html:`<a id="min_sum_hessian_in_leaf" title="Permalink to this parameter" href="#min_sum_hessian_in_leaf">&#x1F517;&#xFE0E;</a>`, default = ``1e-3``, type = double, aliases: ``min_sum_hessian_per_leaf``, ``min_sum_hessian``, ``min_hessian``, ``min_child_weight``, constraints: ``min_sum_hessian_in_leaf >= 0.0``
198
199
200

   -  minimal sum hessian in one leaf. Like ``min_data_in_leaf``, it can be used to deal with over-fitting

201
-  ``bagging_fraction`` :raw-html:`<a id="bagging_fraction" title="Permalink to this parameter" href="#bagging_fraction">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, aliases: ``sub_row``, ``subsample``, ``bagging``, constraints: ``0.0 < bagging_fraction <= 1.0``
202

203
   -  like ``feature_fraction``, but this will randomly select part of data without resampling
204
205
206
207
208

   -  can be used to speed up training

   -  can be used to deal with over-fitting

209
   -  **Note**: to enable bagging, ``bagging_freq`` should be set to a non zero value as well
210

211
-  ``bagging_freq`` :raw-html:`<a id="bagging_freq" title="Permalink to this parameter" href="#bagging_freq">&#x1F517;&#xFE0E;</a>`, default = ``0``, type = int, aliases: ``subsample_freq``
212

213
   -  frequency for bagging
214

215
216
217
218
   -  ``0`` means disable bagging; ``k`` means perform bagging at every ``k`` iteration

   -  **Note**: to enable bagging, ``bagging_fraction`` should be set to value smaller than ``1.0`` as well

219
-  ``bagging_seed`` :raw-html:`<a id="bagging_seed" title="Permalink to this parameter" href="#bagging_seed">&#x1F517;&#xFE0E;</a>`, default = ``3``, type = int, aliases: ``bagging_fraction_seed``
220
221
222

   -  random seed for bagging

223
-  ``feature_fraction`` :raw-html:`<a id="feature_fraction" title="Permalink to this parameter" href="#feature_fraction">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, aliases: ``sub_feature``, ``colsample_bytree``, constraints: ``0.0 < feature_fraction <= 1.0``
224
225

   -  LightGBM will randomly select part of features on each iteration if ``feature_fraction`` smaller than ``1.0``. For example, if you set it to ``0.8``, LightGBM will select 80% of features before training each tree
226
227
228
229
230

   -  can be used to speed up training

   -  can be used to deal with over-fitting

231
-  ``feature_fraction_seed`` :raw-html:`<a id="feature_fraction_seed" title="Permalink to this parameter" href="#feature_fraction_seed">&#x1F517;&#xFE0E;</a>`, default = ``2``, type = int
232
233

   -  random seed for ``feature_fraction``
234

235
-  ``early_stopping_round`` :raw-html:`<a id="early_stopping_round" title="Permalink to this parameter" href="#early_stopping_round">&#x1F517;&#xFE0E;</a>`, default = ``0``, type = int, aliases: ``early_stopping_rounds``, ``early_stopping``
236

237
   -  will stop training if one metric of one validation data doesn't improve in last ``early_stopping_round`` rounds
238

239
   -  ``<= 0`` means disable
240

241
-  ``max_delta_step`` :raw-html:`<a id="max_delta_step" title="Permalink to this parameter" href="#max_delta_step">&#x1F517;&#xFE0E;</a>`, default = ``0.0``, type = double, aliases: ``max_tree_output``, ``max_leaf_output``
242

243
   -  used to limit the max output of tree leaves
244

245
   -  ``<= 0`` means no constraint
246

247
   -  the final max output of leaves is ``learning_rate * max_delta_step``
248

249
-  ``lambda_l1`` :raw-html:`<a id="lambda_l1" title="Permalink to this parameter" href="#lambda_l1">&#x1F517;&#xFE0E;</a>`, default = ``0.0``, type = double, aliases: ``reg_alpha``, constraints: ``lambda_l1 >= 0.0``
250
251
252

   -  L1 regularization

253
-  ``lambda_l2`` :raw-html:`<a id="lambda_l2" title="Permalink to this parameter" href="#lambda_l2">&#x1F517;&#xFE0E;</a>`, default = ``0.0``, type = double, aliases: ``reg_lambda``, ``lambda``, constraints: ``lambda_l2 >= 0.0``
254
255
256

   -  L2 regularization

257
-  ``min_gain_to_split`` :raw-html:`<a id="min_gain_to_split" title="Permalink to this parameter" href="#min_gain_to_split">&#x1F517;&#xFE0E;</a>`, default = ``0.0``, type = double, aliases: ``min_split_gain``, constraints: ``min_gain_to_split >= 0.0``
258

259
   -  the minimal gain to perform split
260

261
-  ``drop_rate`` :raw-html:`<a id="drop_rate" title="Permalink to this parameter" href="#drop_rate">&#x1F517;&#xFE0E;</a>`, default = ``0.1``, type = double, aliases: ``rate_drop``, constraints: ``0.0 <= drop_rate <= 1.0``
262

263
   -  used only in ``dart``
264

265
   -  dropout rate: a fraction of previous trees to drop during the dropout
266

267
-  ``max_drop`` :raw-html:`<a id="max_drop" title="Permalink to this parameter" href="#max_drop">&#x1F517;&#xFE0E;</a>`, default = ``50``, type = int
268

269
   -  used only in ``dart``
270

271
   -  max number of dropped trees during one boosting iteration
272

273
   -  ``<=0`` means no limit
274

275
-  ``skip_drop`` :raw-html:`<a id="skip_drop" title="Permalink to this parameter" href="#skip_drop">&#x1F517;&#xFE0E;</a>`, default = ``0.5``, type = double, constraints: ``0.0 <= skip_drop <= 1.0``
276

277
   -  used only in ``dart``
278

279
   -  probability of skipping the dropout procedure during a boosting iteration
280

281
-  ``xgboost_dart_mode`` :raw-html:`<a id="xgboost_dart_mode" title="Permalink to this parameter" href="#xgboost_dart_mode">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
282

283
   -  used only in ``dart``
284

285
   -  set this to ``true``, if you want to use xgboost dart mode
286

287
-  ``uniform_drop`` :raw-html:`<a id="uniform_drop" title="Permalink to this parameter" href="#uniform_drop">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
288

289
   -  used only in ``dart``
290

291
   -  set this to ``true``, if you want to use uniform drop
292

293
-  ``drop_seed`` :raw-html:`<a id="drop_seed" title="Permalink to this parameter" href="#drop_seed">&#x1F517;&#xFE0E;</a>`, default = ``4``, type = int
294

295
   -  used only in ``dart``
296

297
   -  random seed to choose dropping models
298

299
-  ``top_rate`` :raw-html:`<a id="top_rate" title="Permalink to this parameter" href="#top_rate">&#x1F517;&#xFE0E;</a>`, default = ``0.2``, type = double, constraints: ``0.0 <= top_rate <= 1.0``
300

301
   -  used only in ``goss``
302

303
   -  the retain ratio of large gradient data
304

305
-  ``other_rate`` :raw-html:`<a id="other_rate" title="Permalink to this parameter" href="#other_rate">&#x1F517;&#xFE0E;</a>`, default = ``0.1``, type = double, constraints: ``0.0 <= other_rate <= 1.0``
306

307
   -  used only in ``goss``
308

309
310
   -  the retain ratio of small gradient data

311
-  ``min_data_per_group`` :raw-html:`<a id="min_data_per_group" title="Permalink to this parameter" href="#min_data_per_group">&#x1F517;&#xFE0E;</a>`, default = ``100``, type = int, constraints: ``min_data_per_group > 0``
312
313

   -  minimal number of data per categorical group
314

315
-  ``max_cat_threshold`` :raw-html:`<a id="max_cat_threshold" title="Permalink to this parameter" href="#max_cat_threshold">&#x1F517;&#xFE0E;</a>`, default = ``32``, type = int, constraints: ``max_cat_threshold > 0``
316

317
   -  used for the categorical features
318

319
   -  limit the max threshold points in categorical features
320

321
-  ``cat_l2`` :raw-html:`<a id="cat_l2" title="Permalink to this parameter" href="#cat_l2">&#x1F517;&#xFE0E;</a>`, default = ``10.0``, type = double, constraints: ``cat_l2 >= 0.0``
322
323

   -  used for the categorical features
Guolin Ke's avatar
Guolin Ke committed
324
325

   -  L2 regularization in categorcial split
326

327
-  ``cat_smooth`` :raw-html:`<a id="cat_smooth" title="Permalink to this parameter" href="#cat_smooth">&#x1F517;&#xFE0E;</a>`, default = ``10.0``, type = double, constraints: ``cat_smooth >= 0.0``
328
329
330
331
332

   -  used for the categorical features

   -  this can reduce the effect of noises in categorical features, especially for categories with few data

333
-  ``max_cat_to_onehot`` :raw-html:`<a id="max_cat_to_onehot" title="Permalink to this parameter" href="#max_cat_to_onehot">&#x1F517;&#xFE0E;</a>`, default = ``4``, type = int, constraints: ``max_cat_to_onehot > 0``
334

335
336
   -  when number of categories of one feature smaller than or equal to ``max_cat_to_onehot``, one-vs-other split algorithm will be used

337
-  ``top_k`` :raw-html:`<a id="top_k" title="Permalink to this parameter" href="#top_k">&#x1F517;&#xFE0E;</a>`, default = ``20``, type = int, aliases: ``topk``, constraints: ``top_k > 0``
338
339
340
341

   -  used in `Voting parallel <./Parallel-Learning-Guide.rst#choose-appropriate-parallel-algorithm>`__

   -  set this to larger value for more accurate result, but it will slow down the training speed
342

343
-  ``monotone_constraints`` :raw-html:`<a id="monotone_constraints" title="Permalink to this parameter" href="#monotone_constraints">&#x1F517;&#xFE0E;</a>`, default = ``None``, type = multi-int, aliases: ``mc``, ``monotone_constraint``
Guolin Ke's avatar
Guolin Ke committed
344

345
   -  used for constraints of monotonic features
Guolin Ke's avatar
Guolin Ke committed
346

347
   -  ``1`` means increasing, ``-1`` means decreasing, ``0`` means non-constraint
Guolin Ke's avatar
Guolin Ke committed
348

349
350
   -  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

351
-  ``feature_contri`` :raw-html:`<a id="feature_contri" title="Permalink to this parameter" href="#feature_contri">&#x1F517;&#xFE0E;</a>`, default = ``None``, type = multi-double, aliases: ``feature_contrib``, ``fc``, ``fp``, ``feature_penalty``
Guolin Ke's avatar
Guolin Ke committed
352
353
354
355
356

   -  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

   -  you need to specify all features in order

357
-  ``forcedsplits_filename`` :raw-html:`<a id="forcedsplits_filename" title="Permalink to this parameter" href="#forcedsplits_filename">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``fs``, ``forced_splits_filename``, ``forced_splits_file``, ``forced_splits``
358
359
360
361
362
363
364

   -  path to a ``.json`` file that specifies splits to force at the top of every decision tree before best-first learning commences

   -  ``.json`` file can be arbitrarily nested, and each split contains ``feature``, ``threshold`` fields, as well as ``left`` and ``right`` fields representing subsplits

   -  categorical splits are forced in a one-hot fashion, with ``left`` representing the split containing the feature value and ``right`` representing other values

365
366
   -  **Note**: the forced split logic will be ignored, if the split makes gain worse

367
   -  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
368

Guolin Ke's avatar
Guolin Ke committed
369
370
371
372
373
374
-  ``refit_decay_rate`` :raw-html:`<a id="refit_decay_rate" title="Permalink to this parameter" href="#refit_decay_rate">&#x1F517;&#xFE0E;</a>`, default = ``0.9``, type = double, constraints: ``0.0 <= refit_decay_rate <= 1.0``

   -  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

   -  used only in ``refit`` task in CLI version or as argument in ``refit`` function in language-specific package

375
376
377
IO Parameters
-------------

378
-  ``verbosity`` :raw-html:`<a id="verbosity" title="Permalink to this parameter" href="#verbosity">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, aliases: ``verbose``
379
380
381

   -  controls the level of LightGBM's verbosity

382
   -  ``< 0``: Fatal, ``= 0``: Error (Warning), ``= 1``: Info, ``> 1``: Debug
383

384
-  ``max_bin`` :raw-html:`<a id="max_bin" title="Permalink to this parameter" href="#max_bin">&#x1F517;&#xFE0E;</a>`, default = ``255``, type = int, constraints: ``max_bin > 1``
385
386
387
388
389
390
391

   -  max number of bins that feature values will be bucketed in

   -  small number of bins may reduce training accuracy but may increase general power (deal with over-fitting)

   -  LightGBM will auto compress memory according to ``max_bin``. For example, LightGBM will use ``uint8_t`` for feature value if ``max_bin=255``

392
-  ``min_data_in_bin`` :raw-html:`<a id="min_data_in_bin" title="Permalink to this parameter" href="#min_data_in_bin">&#x1F517;&#xFE0E;</a>`, default = ``3``, type = int, constraints: ``min_data_in_bin > 0``
393
394
395
396

   -  minimal number of data inside one bin

   -  use this to avoid one-data-one-bin (potential over-fitting)
397

398
-  ``bin_construct_sample_cnt`` :raw-html:`<a id="bin_construct_sample_cnt" title="Permalink to this parameter" href="#bin_construct_sample_cnt">&#x1F517;&#xFE0E;</a>`, default = ``200000``, type = int, aliases: ``subsample_for_bin``, constraints: ``bin_construct_sample_cnt > 0``
399

400
401
402
403
404
405
   -  number of data that sampled to construct histogram bins

   -  setting this to larger value will give better training result, but will increase data loading time

   -  set this to larger value if data is very sparse

406
-  ``histogram_pool_size`` :raw-html:`<a id="histogram_pool_size" title="Permalink to this parameter" href="#histogram_pool_size">&#x1F517;&#xFE0E;</a>`, default = ``-1.0``, type = double, aliases: ``hist_pool_size``
407

408
   -  max cache size in MB for historical histogram
409

410
411
   -  ``< 0`` means no limit

412
-  ``data_random_seed`` :raw-html:`<a id="data_random_seed" title="Permalink to this parameter" href="#data_random_seed">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, aliases: ``data_seed``
413
414

   -  random seed for data partition in parallel learning (excluding the ``feature_parallel`` mode)
415

416
-  ``output_model`` :raw-html:`<a id="output_model" title="Permalink to this parameter" href="#output_model">&#x1F517;&#xFE0E;</a>`, default = ``LightGBM_model.txt``, type = string, aliases: ``model_output``, ``model_out``
417

418
   -  filename of output model in training
419

420
421
   -  **Note**: can be used only in CLI version

422
-  ``snapshot_freq`` :raw-html:`<a id="snapshot_freq" title="Permalink to this parameter" href="#snapshot_freq">&#x1F517;&#xFE0E;</a>`, default = ``-1``, type = int, aliases: ``save_period``
423

424
   -  frequency of saving model file snapshot
425

426
   -  set this to positive value to enable this function. For example, the model file will be snapshotted at each iteration if ``snapshot_freq=1``
427

428
429
   -  **Note**: can be used only in CLI version

430
-  ``input_model`` :raw-html:`<a id="input_model" title="Permalink to this parameter" href="#input_model">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``model_input``, ``model_in``
431

432
433
434
   -  filename of input model

   -  for ``prediction`` task, this model will be applied to prediction data
435
436
437

   -  for ``train`` task, training will be continued from this model

438
439
   -  **Note**: can be used only in CLI version

440
-  ``output_result`` :raw-html:`<a id="output_result" title="Permalink to this parameter" href="#output_result">&#x1F517;&#xFE0E;</a>`, default = ``LightGBM_predict_result.txt``, type = string, aliases: ``predict_result``, ``prediction_result``, ``predict_name``, ``prediction_name``, ``pred_name``, ``name_pred``
441

442
   -  filename of prediction result in ``prediction`` task
443

444
445
   -  **Note**: can be used only in CLI version

446
-  ``initscore_filename`` :raw-html:`<a id="initscore_filename" title="Permalink to this parameter" href="#initscore_filename">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``init_score_filename``, ``init_score_file``, ``init_score``, ``input_init_score``
447

448
   -  path of file with training initial scores
449
450
451

   -  if ``""``, will use ``train_data_file`` + ``.init`` (if exists)

452
453
   -  **Note**: can be used only in CLI version

454
-  ``valid_data_initscores`` :raw-html:`<a id="valid_data_initscores" title="Permalink to this parameter" href="#valid_data_initscores">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``valid_data_init_scores``, ``valid_init_score_file``, ``valid_init_score``
455

456
   -  path(s) of file(s) with validation initial scores
457
458
459
460
461

   -  if ``""``, will use ``valid_data_file`` + ``.init`` (if exists)

   -  separate by ``,`` for multi-validation data

462
463
   -  **Note**: can be used only in CLI version

464
-  ``pre_partition`` :raw-html:`<a id="pre_partition" title="Permalink to this parameter" href="#pre_partition">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``is_pre_partition``
465
466

   -  used for parallel learning (excluding the ``feature_parallel`` mode)
467
468
469

   -  ``true`` if training data are pre-partitioned, and different machines use different partitions

470
-  ``enable_bundle`` :raw-html:`<a id="enable_bundle" title="Permalink to this parameter" href="#enable_bundle">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool, aliases: ``is_enable_bundle``, ``bundle``
471
472
473
474
475

   -  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>`__

   -  **Note**: disabling this may cause the slow training speed for sparse datasets

476
-  ``max_conflict_rate`` :raw-html:`<a id="max_conflict_rate" title="Permalink to this parameter" href="#max_conflict_rate">&#x1F517;&#xFE0E;</a>`, default = ``0.0``, type = double, constraints: ``0.0 <= max_conflict_rate < 1.0``
477
478
479
480
481
482
483

   -  max conflict rate for bundles in EFB

   -  set this to ``0.0`` to disallow the conflict and provide more accurate results

   -  set this to a larger value to achieve faster speed

484
-  ``is_enable_sparse`` :raw-html:`<a id="is_enable_sparse" title="Permalink to this parameter" href="#is_enable_sparse">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool, aliases: ``is_sparse``, ``enable_sparse``, ``sparse``
485
486
487

   -  used to enable/disable sparse optimization

488
-  ``sparse_threshold`` :raw-html:`<a id="sparse_threshold" title="Permalink to this parameter" href="#sparse_threshold">&#x1F517;&#xFE0E;</a>`, default = ``0.8``, type = double, constraints: ``0.0 < sparse_threshold <= 1.0``
489

490
   -  the threshold of zero elements percentage for treating a feature as a sparse one
491

492
-  ``use_missing`` :raw-html:`<a id="use_missing" title="Permalink to this parameter" href="#use_missing">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool
493
494

   -  set this to ``false`` to disable the special handle of missing value
495

496
-  ``zero_as_missing`` :raw-html:`<a id="zero_as_missing" title="Permalink to this parameter" href="#zero_as_missing">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
497

498
   -  set this to ``true`` to treat all zero as missing values (including the unshown values in libsvm/sparse matrices)
499

500
501
   -  set this to ``false`` to use ``na`` for representing missing values

502
-  ``two_round`` :raw-html:`<a id="two_round" title="Permalink to this parameter" href="#two_round">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``two_round_loading``, ``use_two_round_loading``
503
504
505

   -  set this to ``true`` if data file is too big to fit in memory

506
507
   -  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

508
-  ``save_binary`` :raw-html:`<a id="save_binary" title="Permalink to this parameter" href="#save_binary">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``is_save_binary``, ``is_save_binary_file``
509
510

   -  if ``true``, LightGBM will save the dataset (including validation data) to a binary file. This speed ups the data loading for the next time
511

512
-  ``enable_load_from_binary_file`` :raw-html:`<a id="enable_load_from_binary_file" title="Permalink to this parameter" href="#enable_load_from_binary_file">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool, aliases: ``load_from_binary_file``, ``binary_load``, ``load_binary``
513

514
   -  set this to ``true`` to enable autoloading from previous saved binary datasets
515

516
   -  set this to ``false`` to ignore binary datasets
517

518
-  ``header`` :raw-html:`<a id="header" title="Permalink to this parameter" href="#header">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``has_header``
519
520
521

   -  set this to ``true`` if input data has header

522
-  ``label_column`` :raw-html:`<a id="label_column" title="Permalink to this parameter" href="#label_column">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = int or string, aliases: ``label``
523

524
   -  used to specify the label column
525
526
527
528
529

   -  use number for index, e.g. ``label=0`` means column\_0 is the label

   -  add a prefix ``name:`` for column name, e.g. ``label=name:is_click``

530
-  ``weight_column`` :raw-html:`<a id="weight_column" title="Permalink to this parameter" href="#weight_column">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = int or string, aliases: ``weight``
531

532
   -  used to specify the weight column
533
534
535
536
537

   -  use number for index, e.g. ``weight=0`` means column\_0 is the weight

   -  add a prefix ``name:`` for column name, e.g. ``weight=name:weight``

538
   -  **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``
539

540
-  ``group_column`` :raw-html:`<a id="group_column" title="Permalink to this parameter" href="#group_column">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = int or string, aliases: ``group``, ``group_id``, ``query_column``, ``query``, ``query_id``
541

542
   -  used to specify the query/group id column
543
544
545
546
547

   -  use number for index, e.g. ``query=0`` means column\_0 is the query id

   -  add a prefix ``name:`` for column name, e.g. ``query=name:query_id``

548
   -  **Note**: data should be grouped by query\_id
549

550
   -  **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``
551

552
-  ``ignore_column`` :raw-html:`<a id="ignore_column" title="Permalink to this parameter" href="#ignore_column">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = multi-int or string, aliases: ``ignore_feature``, ``blacklist``
553
554

   -  used to specify some ignoring columns in training
555
556
557
558
559

   -  use number for index, e.g. ``ignore_column=0,1,2`` means column\_0, column\_1 and column\_2 will be ignored

   -  add a prefix ``name:`` for column name, e.g. ``ignore_column=name:c1,c2,c3`` means c1, c2 and c3 will be ignored

560
   -  **Note**: works only in case of loading data directly from file
561

562
   -  **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
563

564
-  ``categorical_feature`` :raw-html:`<a id="categorical_feature" title="Permalink to this parameter" href="#categorical_feature">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = multi-int or string, aliases: ``cat_feature``, ``categorical_column``, ``cat_column``
565

566
   -  used to specify categorical features
567
568
569
570
571

   -  use number for index, e.g. ``categorical_feature=0,1,2`` means column\_0, column\_1 and column\_2 are categorical features

   -  add a prefix ``name:`` for column name, e.g. ``categorical_feature=name:c1,c2,c3`` means c1, c2 and c3 are categorical features

572
573
574
   -  **Note**: only supports categorical with ``int`` type

   -  **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
575

576
577
   -  **Note**: all values should be less than ``Int32.MaxValue`` (2147483647)

578
   -  **Note**: using large values could be memory consuming. Tree decision rule works best when categorical features are presented by consecutive integers starting from zero
579

580
   -  **Note**: all negative values will be treated as **missing values**
581

582
-  ``predict_raw_score`` :raw-html:`<a id="predict_raw_score" title="Permalink to this parameter" href="#predict_raw_score">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``is_predict_raw_score``, ``predict_rawscore``, ``raw_score``
583

584
   -  used only in ``prediction`` task
585

586
   -  set this to ``true`` to predict only the raw scores
587

588
   -  set this to ``false`` to predict transformed scores
589

590
-  ``predict_leaf_index`` :raw-html:`<a id="predict_leaf_index" title="Permalink to this parameter" href="#predict_leaf_index">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``is_predict_leaf_index``, ``leaf_index``
591

592
   -  used only in ``prediction`` task
593

594
   -  set this to ``true`` to predict with leaf index of all trees
595

596
-  ``predict_contrib`` :raw-html:`<a id="predict_contrib" title="Permalink to this parameter" href="#predict_contrib">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``is_predict_contrib``, ``contrib``
597

598
   -  used only in ``prediction`` task
599

600
   -  set this to ``true`` to estimate `SHAP values <https://arxiv.org/abs/1706.06060>`__, which represent how each feature contributes to each prediction
601

602
   -  produces ``#features + 1`` values where the last value is the expected value of the model output over the training data
603

604
605
   -  **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>`__

606
-  ``num_iteration_predict`` :raw-html:`<a id="num_iteration_predict" title="Permalink to this parameter" href="#num_iteration_predict">&#x1F517;&#xFE0E;</a>`, default = ``-1``, type = int
607

608
   -  used only in ``prediction`` task
609

610
   -  used to specify how many trained iterations will be used in prediction
611

612
   -  ``<= 0`` means no limit
613

614
-  ``pred_early_stop`` :raw-html:`<a id="pred_early_stop" title="Permalink to this parameter" href="#pred_early_stop">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
615

616
   -  used only in ``prediction`` task
617

618
   -  if ``true``, will use early-stopping to speed up the prediction. May affect the accuracy
619

620
-  ``pred_early_stop_freq`` :raw-html:`<a id="pred_early_stop_freq" title="Permalink to this parameter" href="#pred_early_stop_freq">&#x1F517;&#xFE0E;</a>`, default = ``10``, type = int
621

622
   -  used only in ``prediction`` task
623
624
625

   -  the frequency of checking early-stopping prediction

626
-  ``pred_early_stop_margin`` :raw-html:`<a id="pred_early_stop_margin" title="Permalink to this parameter" href="#pred_early_stop_margin">&#x1F517;&#xFE0E;</a>`, default = ``10.0``, type = double
627
628

   -  used only in ``prediction`` task
629
630
631

   -  the threshold of margin in early-stopping prediction

632
-  ``convert_model_language`` :raw-html:`<a id="convert_model_language" title="Permalink to this parameter" href="#convert_model_language">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string
633

634
   -  used only in ``convert_model`` task
635

636
   -  only ``cpp`` is supported yet
637

638
   -  if ``convert_model_language`` is set and ``task=train``, the model will be also converted
639

640
641
   -  **Note**: can be used only in CLI version

642
-  ``convert_model`` :raw-html:`<a id="convert_model" title="Permalink to this parameter" href="#convert_model">&#x1F517;&#xFE0E;</a>`, default = ``gbdt_prediction.cpp``, type = string, aliases: ``convert_model_file``
643

644
   -  used only in ``convert_model`` task
645

646
   -  output filename of converted model
647

648
649
   -  **Note**: can be used only in CLI version

650
651
Objective Parameters
--------------------
652

653
-  ``num_class`` :raw-html:`<a id="num_class" title="Permalink to this parameter" href="#num_class">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, aliases: ``num_classes``, constraints: ``num_class > 0``
654

655
   -  used only in ``multi-class`` classification application
656

657
-  ``is_unbalance`` :raw-html:`<a id="is_unbalance" title="Permalink to this parameter" href="#is_unbalance">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``unbalance``, ``unbalanced_sets``
658

659
   -  used only in ``binary`` application
660

661
   -  set this to ``true`` if training data are unbalanced
662

663
   -  **Note**: this parameter cannot be used at the same time with ``scale_pos_weight``, choose only **one** of them
664

665
-  ``scale_pos_weight`` :raw-html:`<a id="scale_pos_weight" title="Permalink to this parameter" href="#scale_pos_weight">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, constraints: ``scale_pos_weight > 0.0``
666

667
   -  used only in ``binary`` application
668

669
   -  weight of labels with positive class
670

671
   -  **Note**: this parameter cannot be used at the same time with ``is_unbalance``, choose only **one** of them
672

673
-  ``sigmoid`` :raw-html:`<a id="sigmoid" title="Permalink to this parameter" href="#sigmoid">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, constraints: ``sigmoid > 0.0``
674

675
   -  used only in ``binary`` and ``multiclassova`` classification and in ``lambdarank`` applications
676

677
   -  parameter for the sigmoid function
678

679
-  ``boost_from_average`` :raw-html:`<a id="boost_from_average" title="Permalink to this parameter" href="#boost_from_average">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool
680

681
   -  used only in ``regression``, ``binary`` and ``cross-entropy`` applications
682

683
   -  adjusts initial score to the mean of labels for faster convergence
684

685
-  ``reg_sqrt`` :raw-html:`<a id="reg_sqrt" title="Permalink to this parameter" href="#reg_sqrt">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
686

687
   -  used only in ``regression`` application
688

689
   -  used to fit ``sqrt(label)`` instead of original values and prediction result will be also automatically converted to ``prediction^2``
690

691
   -  might be useful in case of large-range labels
692

693
-  ``alpha`` :raw-html:`<a id="alpha" title="Permalink to this parameter" href="#alpha">&#x1F517;&#xFE0E;</a>`, default = ``0.9``, type = double, constraints: ``alpha > 0.0``
694

695
   -  used only in ``huber`` and ``quantile`` ``regression`` applications
696

697
   -  parameter for `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__ and `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
698

699
-  ``fair_c`` :raw-html:`<a id="fair_c" title="Permalink to this parameter" href="#fair_c">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, constraints: ``fair_c > 0.0``
700

701
   -  used only in ``fair`` ``regression`` application
702

703
   -  parameter for `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
704

705
-  ``poisson_max_delta_step`` :raw-html:`<a id="poisson_max_delta_step" title="Permalink to this parameter" href="#poisson_max_delta_step">&#x1F517;&#xFE0E;</a>`, default = ``0.7``, type = double, constraints: ``poisson_max_delta_step > 0.0``
706

707
   -  used only in ``poisson`` ``regression`` application
708

709
710
   -  parameter for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__ to safeguard optimization

711
-  ``tweedie_variance_power`` :raw-html:`<a id="tweedie_variance_power" title="Permalink to this parameter" href="#tweedie_variance_power">&#x1F517;&#xFE0E;</a>`, default = ``1.5``, type = double, constraints: ``1.0 <= tweedie_variance_power < 2.0``
712
713
714
715
716
717

   -  used only in ``tweedie`` ``regression`` application

   -  used to control the variance of the tweedie distribution

   -  set this closer to ``2`` to shift towards a **Gamma** distribution
718

719
   -  set this closer to ``1`` to shift towards a **Poisson** distribution
720

721
-  ``max_position`` :raw-html:`<a id="max_position" title="Permalink to this parameter" href="#max_position">&#x1F517;&#xFE0E;</a>`, default = ``20``, type = int, constraints: ``max_position > 0``
722

723
   -  used only in ``lambdarank`` application
724

725
   -  optimizes `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__ at this position
726

727
-  ``label_gain`` :raw-html:`<a id="label_gain" title="Permalink to this parameter" href="#label_gain">&#x1F517;&#xFE0E;</a>`, default = ``0,1,3,7,15,31,63,...,2^30-1``, type = multi-double
728

729
   -  used only in ``lambdarank`` application
Nikita Titov's avatar
Nikita Titov committed
730

731
   -  relevant gain for labels. For example, the gain of label ``2`` is ``3`` in case of default label gains
Nikita Titov's avatar
Nikita Titov committed
732

733
   -  separate by ``,``
Guolin Ke's avatar
Guolin Ke committed
734

735
736
737
Metric Parameters
-----------------

738
-  ``metric`` :raw-html:`<a id="metric" title="Permalink to this parameter" href="#metric">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = multi-enum, aliases: ``metrics``, ``metric_types``
739

740
   -  metric(s) to be evaluated on the evaluation set(s)
741

742
      -  ``""`` (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)
743

744
      -  ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``, ``null``, ``custom``
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767

      -  ``l1``, absolute loss, aliases: ``mean_absolute_error``, ``mae``, ``regression_l1``

      -  ``l2``, square loss, aliases: ``mean_squared_error``, ``mse``, ``regression_l2``, ``regression``

      -  ``l2_root``, root square loss, aliases: ``root_mean_squared_error``, ``rmse``

      -  ``quantile``, `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__

      -  ``mape``, `MAPE loss <https://en.wikipedia.org/wiki/Mean_absolute_percentage_error>`__, aliases: ``mean_absolute_percentage_error``

      -  ``huber``, `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__

      -  ``fair``, `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__

      -  ``poisson``, negative log-likelihood for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__

      -  ``gamma``, negative log-likelihood for **Gamma** regression

      -  ``gamma_deviance``, residual deviance for **Gamma** regression

      -  ``tweedie``, negative log-likelihood for **Tweedie** regression

768
      -  ``ndcg``, `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__, aliases: ``lambdarank``
769
770
771
772
773
774
775

      -  ``map``, `MAP <https://makarandtapaswi.wordpress.com/2012/07/02/intuition-behind-average-precision-and-map/>`__, aliases: ``mean_average_precision``

      -  ``auc``, `AUC <https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Area_under_the_curve>`__

      -  ``binary_logloss``, `log loss <https://en.wikipedia.org/wiki/Cross_entropy>`__, aliases: ``binary``

Misha Lisovyi's avatar
Misha Lisovyi committed
776
      -  ``binary_error``, for one sample: ``0`` for correct classification, ``1`` for error classification
777
778
779
780
781
782
783
784
785
786

      -  ``multi_logloss``, log loss for multi-class classification, aliases: ``multiclass``, ``softmax``, ``multiclassova``, ``multiclass_ova``, ``ova``, ``ovr``

      -  ``multi_error``, error rate for multi-class classification

      -  ``xentropy``, cross-entropy (with optional linear weights), aliases: ``cross_entropy``

      -  ``xentlambda``, "intensity-weighted" cross-entropy, aliases: ``cross_entropy_lambda``

      -  ``kldiv``, `Kullback-Leibler divergence <https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence>`__, aliases: ``kullback_leibler``
787

Misha Lisovyi's avatar
Misha Lisovyi committed
788
   -  support multiple metrics, separated by ``,``
789

790
-  ``metric_freq`` :raw-html:`<a id="metric_freq" title="Permalink to this parameter" href="#metric_freq">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, aliases: ``output_freq``, constraints: ``metric_freq > 0``
791
792
793

   -  frequency for metric output

794
-  ``is_provide_training_metric`` :raw-html:`<a id="is_provide_training_metric" title="Permalink to this parameter" href="#is_provide_training_metric">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``training_metric``, ``is_training_metric``, ``train_metric``
795

796
   -  set this to ``true`` to output metric result over training dataset
797

798
799
   -  **Note**: can be used only in CLI version

800
-  ``eval_at`` :raw-html:`<a id="eval_at" title="Permalink to this parameter" href="#eval_at">&#x1F517;&#xFE0E;</a>`, default = ``1,2,3,4,5``, type = multi-int, aliases: ``ndcg_eval_at``, ``ndcg_at``, ``map_eval_at``, ``map_at``
801

802
803
   -  used only with ``ndcg`` and ``map`` metrics

804
   -  `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 ``,``
805
806
807
808

Network Parameters
------------------

809
-  ``num_machines`` :raw-html:`<a id="num_machines" title="Permalink to this parameter" href="#num_machines">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, aliases: ``num_machine``, constraints: ``num_machines > 0``
810

811
   -  the number of machines for parallel learning application
812

813
   -  this parameter is needed to be set in both **socket** and **mpi** versions
814

815
-  ``local_listen_port`` :raw-html:`<a id="local_listen_port" title="Permalink to this parameter" href="#local_listen_port">&#x1F517;&#xFE0E;</a>`, default = ``12400``, type = int, aliases: ``local_port``, ``port``, constraints: ``local_listen_port > 0``
816
817
818

   -  TCP listen port for local machines

819
   -  **Note**: don't forget to allow this port in firewall settings before training
820

821
-  ``time_out`` :raw-html:`<a id="time_out" title="Permalink to this parameter" href="#time_out">&#x1F517;&#xFE0E;</a>`, default = ``120``, type = int, constraints: ``time_out > 0``
822
823
824

   -  socket time-out in minutes

825
-  ``machine_list_filename`` :raw-html:`<a id="machine_list_filename" title="Permalink to this parameter" href="#machine_list_filename">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``machine_list_file``, ``machine_list``, ``mlist``
826
827

   -  path of file that lists machines for this parallel learning application
828

829
   -  each line contains one IP and one port for one machine. The format is ``ip port`` (space as a separator)
830

831
-  ``machines`` :raw-html:`<a id="machines" title="Permalink to this parameter" href="#machines">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``workers``, ``nodes``
832
833

   -  list of machines in the following format: ``ip1:port1,ip2:port2``
834
835
836
837

GPU Parameters
--------------

838
-  ``gpu_platform_id`` :raw-html:`<a id="gpu_platform_id" title="Permalink to this parameter" href="#gpu_platform_id">&#x1F517;&#xFE0E;</a>`, default = ``-1``, type = int
839

840
   -  OpenCL platform ID. Usually each GPU vendor exposes one OpenCL platform
841

842
   -  ``-1`` means the system-wide default platform
843

844
845
   -  **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details

846
-  ``gpu_device_id`` :raw-html:`<a id="gpu_device_id" title="Permalink to this parameter" href="#gpu_device_id">&#x1F517;&#xFE0E;</a>`, default = ``-1``, type = int
847
848
849

   -  OpenCL device ID in the specified platform. Each GPU in the selected platform has a unique device ID

850
   -  ``-1`` means the default device in the selected platform
851

852
853
   -  **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details

854
-  ``gpu_use_dp`` :raw-html:`<a id="gpu_use_dp" title="Permalink to this parameter" href="#gpu_use_dp">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
855

856
   -  set this to ``true`` to use double precision math on GPU (by default single precision is used)
857

858
859
.. end params list

860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
Others
------

Continued Training with Input Score
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

LightGBM supports continued training with initial scores. It uses an additional file to store these initial scores, like the following:

::

    0.5
    -0.1
    0.9
    ...

It means the initial score of the first data row is ``0.5``, second is ``-0.1``, and so on.
The initial score file corresponds with data file line by line, and has per score per line.
877

878
And if the name of data file is ``train.txt``, the initial score file should be named as ``train.txt.init`` and in the same folder as the data file.
879
In this case, LightGBM will auto load initial score file if it exists.
880

881
882
Otherwise, you should specify the path to the custom named file with initial scores by the ``initscore_filename`` `parameter <#initscore_filename>`__.

883
884
885
Weight Data
~~~~~~~~~~~

Nikita Titov's avatar
Nikita Titov committed
886
LightGBM supports weighted training. It uses an additional file to store weight data, like the following:
887
888
889
890
891
892
893
894
895
896

::

    1.0
    0.5
    0.8
    ...

It means the weight of the first data row is ``1.0``, second is ``0.5``, and so on.
The weight file corresponds with data file line by line, and has per weight per line.
897

898
And if the name of data file is ``train.txt``, the weight file should be named as ``train.txt.weight`` and placed in the same folder as the data file.
899
In this case, LightGBM will load the weight file automatically if it exists.
900

901
Also, you can include weight column in your data file. Please refer to the ``weight_column`` `parameter <#weight_column>`__ in above.
902
903
904
905
906

Query Data
~~~~~~~~~~

For LambdaRank learning, it needs query information for training data.
Nikita Titov's avatar
Nikita Titov committed
907
LightGBM uses an additional file to store query data, like the following:
908
909
910
911
912
913
914
915

::

    27
    18
    67
    ...

916
It means first ``27`` lines samples belong to one query and next ``18`` lines belong to another, and so on.
917
918
919

**Note**: data should be ordered by the query.

920
If the name of data file is ``train.txt``, the query file should be named as ``train.txt.query`` and placed in the same folder as the data file.
921
In this case, LightGBM will load the query file automatically if it exists.
922

923
Also, you can include query/group id column in your data file. Please refer to the ``group_column`` `parameter <#group_column>`__ in above.
924
925

.. _Laurae++ Interactive Documentation: https://sites.google.com/view/lauraepp/parameters