Parameters.rst 59.3 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

Guolin Ke's avatar
Guolin Ke committed
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``, ``gamma``, ``tweedie``, ``binary``, ``multiclass``, ``multiclassova``, ``cross_entropy``, ``cross_entropy_lambda``, ``lambdarank``, aliases: ``objective_type``, ``app``, ``application``
55

56
   -  regression application
57

Guolin Ke's avatar
Guolin Ke committed
58
      -  ``regression``, L2 loss, aliases: ``regression_l2``, ``l2``, ``mean_squared_error``, ``mse``, ``l2_root``, ``root_mean_squared_error``, ``rmse``
59

Guolin Ke's avatar
Guolin Ke committed
60
      -  ``regression_l1``, L1 loss, aliases: ``l1``, ``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#Occurrence_and_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#Occurrence_and_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

Guolin Ke's avatar
Guolin Ke committed
88
      -  ``cross_entropy``, objective function for cross-entropy (with optional linear weights), aliases: ``xentropy``
89

Guolin Ke's avatar
Guolin Ke committed
90
      -  ``cross_entropy_lambda``, alternative parameterization of cross-entropy, aliases: ``xentlambda``
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``, ``rf``, ``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: ``1 < num_leaves <= 131072``
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 = ``None``, type = int, aliases: ``random_seed``, ``random_state``
179

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

182
183
184
   -  by default, this seed is unused in favor of default values of other seeds

   -  this seed has lower priority in comparison with other seeds, which means that it will be overridden, if you set other seeds explicitly
185
186
187
188

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

189
-  ``max_depth`` :raw-html:`<a id="max_depth" title="Permalink to this parameter" href="#max_depth">&#x1F517;&#xFE0E;</a>`, default = ``-1``, type = int
190

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

193
   -  ``<= 0`` means no limit
194

195
-  ``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``
196
197
198

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

199
-  ``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``
200
201
202

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

203
-  ``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``
204

205
   -  like ``feature_fraction``, but this will randomly select part of data without resampling
206
207
208
209
210

   -  can be used to speed up training

   -  can be used to deal with over-fitting

211
   -  **Note**: to enable bagging, ``bagging_freq`` should be set to a non zero value as well
212

Guolin Ke's avatar
Guolin Ke committed
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
-  ``pos_bagging_fraction`` :raw-html:`<a id="pos_bagging_fraction" title="Permalink to this parameter" href="#pos_bagging_fraction">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, aliases: ``pos_sub_row``, ``pos_subsample``, ``pos_bagging``, constraints: ``0.0 < pos_bagging_fraction <= 1.0``

   -  used only in ``binary`` application

   -  used for imbalanced binary classification problem, will randomly sample ``#pos_samples * pos_bagging_fraction`` positive samples in bagging

   -  should be used together with ``neg_bagging_fraction``

   -  set this to ``1.0`` to disable

   -  **Note**: to enable this, you need to set ``bagging_freq`` and ``neg_bagging_fraction`` as well

   -  **Note**: if both ``pos_bagging_fraction`` and ``neg_bagging_fraction`` are set to ``1.0``,  balanced bagging is disabled

   -  **Note**: if balanced bagging is enabled, ``bagging_fraction`` will be ignored

-  ``neg_bagging_fraction`` :raw-html:`<a id="neg_bagging_fraction" title="Permalink to this parameter" href="#neg_bagging_fraction">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, aliases: ``neg_sub_row``, ``neg_subsample``, ``neg_bagging``, constraints: ``0.0 < neg_bagging_fraction <= 1.0``

   -  used only in ``binary`` application

   -  used for imbalanced binary classification problem, will randomly sample ``#neg_samples * neg_bagging_fraction`` negative samples in bagging

   -  should be used together with ``pos_bagging_fraction``

   -  set this to ``1.0`` to disable

   -  **Note**: to enable this, you need to set ``bagging_freq`` and ``pos_bagging_fraction`` as well

   -  **Note**: if both ``pos_bagging_fraction`` and ``neg_bagging_fraction`` are set to ``1.0``,  balanced bagging is disabled

   -  **Note**: if balanced bagging is enabled, ``bagging_fraction`` will be ignored

245
-  ``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``
246

247
   -  frequency for bagging
248

249
250
251
252
   -  ``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

253
-  ``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``
254
255
256

   -  random seed for bagging

257
-  ``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``
258

259
   -  LightGBM will randomly select part of features on each iteration (tree) 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
260

261
   -  can be used to speed up training
262

263
   -  can be used to deal with over-fitting
264

265
-  ``feature_fraction_bynode`` :raw-html:`<a id="feature_fraction_bynode" title="Permalink to this parameter" href="#feature_fraction_bynode">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, aliases: ``sub_feature_bynode``, ``colsample_bynode``, constraints: ``0.0 < feature_fraction_bynode <= 1.0``
266

Nikita Titov's avatar
Nikita Titov committed
267
   -  LightGBM will randomly select part of features on each tree node if ``feature_fraction_bynode`` smaller than ``1.0``. For example, if you set it to ``0.8``, LightGBM will select 80% of features at each tree node
268
269
270

   -  can be used to deal with over-fitting

271
272
273
274
   -  **Note**: unlike ``feature_fraction``, this cannot speed up training

   -  **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``

275
-  ``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
276
277

   -  random seed for ``feature_fraction``
278

279
-  ``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``, ``n_iter_no_change``
280

281
   -  will stop training if one metric of one validation data doesn't improve in last ``early_stopping_round`` rounds
282

283
   -  ``<= 0`` means disable
284

285
286
287
288
-  ``first_metric_only`` :raw-html:`<a id="first_metric_only" title="Permalink to this parameter" href="#first_metric_only">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool

   -  set this to ``true``, if you want to use only the first metric for early stopping

289
-  ``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``
290

291
   -  used to limit the max output of tree leaves
292

293
   -  ``<= 0`` means no constraint
294

295
   -  the final max output of leaves is ``learning_rate * max_delta_step``
296

297
-  ``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``
298
299
300

   -  L1 regularization

301
-  ``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``
302
303
304

   -  L2 regularization

305
-  ``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``
306

307
   -  the minimal gain to perform split
308

309
-  ``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``
310

311
   -  used only in ``dart``
312

313
   -  dropout rate: a fraction of previous trees to drop during the dropout
314

315
-  ``max_drop`` :raw-html:`<a id="max_drop" title="Permalink to this parameter" href="#max_drop">&#x1F517;&#xFE0E;</a>`, default = ``50``, type = int
316

317
   -  used only in ``dart``
318

319
   -  max number of dropped trees during one boosting iteration
320

321
   -  ``<=0`` means no limit
322

323
-  ``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``
324

325
   -  used only in ``dart``
326

327
   -  probability of skipping the dropout procedure during a boosting iteration
328

329
-  ``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
330

331
   -  used only in ``dart``
332

333
   -  set this to ``true``, if you want to use xgboost dart mode
334

335
-  ``uniform_drop`` :raw-html:`<a id="uniform_drop" title="Permalink to this parameter" href="#uniform_drop">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
336

337
   -  used only in ``dart``
338

339
   -  set this to ``true``, if you want to use uniform drop
340

341
-  ``drop_seed`` :raw-html:`<a id="drop_seed" title="Permalink to this parameter" href="#drop_seed">&#x1F517;&#xFE0E;</a>`, default = ``4``, type = int
342

343
   -  used only in ``dart``
344

345
   -  random seed to choose dropping models
346

347
-  ``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``
348

349
   -  used only in ``goss``
350

351
   -  the retain ratio of large gradient data
352

353
-  ``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``
354

355
   -  used only in ``goss``
356

357
358
   -  the retain ratio of small gradient data

359
-  ``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``
360
361

   -  minimal number of data per categorical group
362

363
-  ``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``
364

365
   -  used for the categorical features
366

367
   -  limit the max threshold points in categorical features
368

369
-  ``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``
370
371

   -  used for the categorical features
Guolin Ke's avatar
Guolin Ke committed
372

373
   -  L2 regularization in categorical split
374

375
-  ``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``
376
377
378
379
380

   -  used for the categorical features

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

381
-  ``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``
382

383
384
   -  when number of categories of one feature smaller than or equal to ``max_cat_to_onehot``, one-vs-other split algorithm will be used

385
-  ``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``
386
387
388
389

   -  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
390

391
-  ``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
392

393
   -  used for constraints of monotonic features
Guolin Ke's avatar
Guolin Ke committed
394

395
   -  ``1`` means increasing, ``-1`` means decreasing, ``0`` means non-constraint
Guolin Ke's avatar
Guolin Ke committed
396

397
398
   -  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

399
-  ``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
400
401
402
403
404

   -  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

405
-  ``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``
406
407
408
409
410
411
412

   -  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

413
414
   -  **Note**: the forced split logic will be ignored, if the split makes gain worse

415
   -  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
416

417
418
419
420
421
422
423
424
-  ``forcedbins_filename`` :raw-html:`<a id="forcedbins_filename" title="Permalink to this parameter" href="#forcedbins_filename">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string

   -  path to a ``.json`` file that specifies bin upper bounds for some or all features

   -  ``.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)

   -  see `this file <https://github.com/microsoft/LightGBM/tree/master/examples/regression/forced_bins.json>`__ as an example

Guolin Ke's avatar
Guolin Ke committed
425
426
427
428
429
430
-  ``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

431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
-  ``cegb_tradeoff`` :raw-html:`<a id="cegb_tradeoff" title="Permalink to this parameter" href="#cegb_tradeoff">&#x1F517;&#xFE0E;</a>`, default = ``1.0``, type = double, constraints: ``cegb_tradeoff >= 0.0``

   -  cost-effective gradient boosting multiplier for all penalties

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

   -  cost-effective gradient-boosting penalty for splitting a node

-  ``cegb_penalty_feature_lazy`` :raw-html:`<a id="cegb_penalty_feature_lazy" title="Permalink to this parameter" href="#cegb_penalty_feature_lazy">&#x1F517;&#xFE0E;</a>`, default = ``0,0,...,0``, type = multi-double

   -  cost-effective gradient boosting penalty for using a feature

   -  applied per data point

-  ``cegb_penalty_feature_coupled`` :raw-html:`<a id="cegb_penalty_feature_coupled" title="Permalink to this parameter" href="#cegb_penalty_feature_coupled">&#x1F517;&#xFE0E;</a>`, default = ``0,0,...,0``, type = multi-double

   -  cost-effective gradient boosting penalty for using a feature

   -  applied once per forest

451
452
453
IO Parameters
-------------

454
-  ``verbosity`` :raw-html:`<a id="verbosity" title="Permalink to this parameter" href="#verbosity">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, aliases: ``verbose``
455
456
457

   -  controls the level of LightGBM's verbosity

458
   -  ``< 0``: Fatal, ``= 0``: Error (Warning), ``= 1``: Info, ``> 1``: Debug
459

460
-  ``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``
461
462
463
464
465
466
467

   -  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``

Belinda Trotta's avatar
Belinda Trotta committed
468
469
470
471
472
473
-  ``max_bin_by_feature`` :raw-html:`<a id="max_bin_by_feature" title="Permalink to this parameter" href="#max_bin_by_feature">&#x1F517;&#xFE0E;</a>`, default = ``None``, type = multi-int

   -  max number of bins for each feature

   -  if not specified, will use ``max_bin`` for all features

474
-  ``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``
475
476
477
478

   -  minimal number of data inside one bin

   -  use this to avoid one-data-one-bin (potential over-fitting)
479

480
-  ``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``
481

482
483
484
485
486
487
   -  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

488
-  ``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``
489

490
   -  max cache size in MB for historical histogram
491

492
493
   -  ``< 0`` means no limit

494
-  ``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``
495
496

   -  random seed for data partition in parallel learning (excluding the ``feature_parallel`` mode)
497

498
-  ``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``
499

500
   -  filename of output model in training
501

502
503
   -  **Note**: can be used only in CLI version

504
-  ``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``
505

506
   -  frequency of saving model file snapshot
507

508
   -  set this to positive value to enable this function. For example, the model file will be snapshotted at each iteration if ``snapshot_freq=1``
509

510
511
   -  **Note**: can be used only in CLI version

512
-  ``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``
513

514
515
516
   -  filename of input model

   -  for ``prediction`` task, this model will be applied to prediction data
517
518
519

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

520
521
   -  **Note**: can be used only in CLI version

522
-  ``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``
523

524
   -  filename of prediction result in ``prediction`` task
525

526
527
   -  **Note**: can be used only in CLI version

528
-  ``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``
529

530
   -  path of file with training initial scores
531
532
533

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

534
   -  **Note**: works only in case of loading data directly from file
535

536
-  ``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``
537

538
   -  path(s) of file(s) with validation initial scores
539
540
541
542
543

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

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

544
   -  **Note**: works only in case of loading data directly from file
545

546
-  ``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``
547
548

   -  used for parallel learning (excluding the ``feature_parallel`` mode)
549
550
551

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

552
-  ``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``
553
554
555
556
557

   -  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

558
-  ``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``
559
560
561
562
563
564
565

   -  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

566
-  ``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``
567
568
569

   -  used to enable/disable sparse optimization

570
-  ``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``
571

572
   -  the threshold of zero elements percentage for treating a feature as a sparse one
573

574
-  ``use_missing`` :raw-html:`<a id="use_missing" title="Permalink to this parameter" href="#use_missing">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool
575
576

   -  set this to ``false`` to disable the special handle of missing value
577

578
-  ``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
579

580
   -  set this to ``true`` to treat all zero as missing values (including the unshown values in LibSVM / sparse matrices)
581

582
583
   -  set this to ``false`` to use ``na`` for representing missing values

584
-  ``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``
585
586
587

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

588
589
   -  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

590
591
   -  **Note**: works only in case of loading data directly from file

592
-  ``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``
593
594

   -  if ``true``, LightGBM will save the dataset (including validation data) to a binary file. This speed ups the data loading for the next time
595

596
597
   -  **Note**: ``init_score`` is not saved in binary file

598
   -  **Note**: can be used only in CLI version; for language-specific packages you can use the correspondent function
599

600
-  ``header`` :raw-html:`<a id="header" title="Permalink to this parameter" href="#header">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``has_header``
601
602
603

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

604
605
   -  **Note**: works only in case of loading data directly from file

606
-  ``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``
607

608
   -  used to specify the label column
609
610
611
612
613

   -  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``

614
615
   -  **Note**: works only in case of loading data directly from file

616
-  ``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``
617

618
   -  used to specify the weight column
619
620
621
622
623

   -  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``

624
625
   -  **Note**: works only in case of loading data directly from file

626
   -  **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``
627

628
-  ``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``
629

630
   -  used to specify the query/group id column
631
632
633
634
635

   -  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``

636
637
   -  **Note**: works only in case of loading data directly from file

638
   -  **Note**: data should be grouped by query\_id
639

640
   -  **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``
641

642
-  ``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``
643
644

   -  used to specify some ignoring columns in training
645
646
647
648
649

   -  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

650
   -  **Note**: works only in case of loading data directly from file
651

652
   -  **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
653

654
655
   -  **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

656
-  ``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``
657

658
   -  used to specify categorical features
659
660
661
662
663

   -  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

664
   -  **Note**: only supports categorical with ``int`` type (not applicable for data represented as pandas DataFrame in Python-package)
665
666

   -  **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
667

668
669
   -  **Note**: all values should be less than ``Int32.MaxValue`` (2147483647)

670
   -  **Note**: using large values could be memory consuming. Tree decision rule works best when categorical features are presented by consecutive integers starting from zero
671

672
   -  **Note**: all negative values will be treated as **missing values**
673

674
675
   -  **Note**: the output cannot be monotonically constrained with respect to a categorical feature

676
-  ``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``
677

678
   -  used only in ``prediction`` task
679

680
   -  set this to ``true`` to predict only the raw scores
681

682
   -  set this to ``false`` to predict transformed scores
683

684
-  ``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``
685

686
   -  used only in ``prediction`` task
687

688
   -  set this to ``true`` to predict with leaf index of all trees
689

690
-  ``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``
691

692
   -  used only in ``prediction`` task
693

694
   -  set this to ``true`` to estimate `SHAP values <https://arxiv.org/abs/1706.06060>`__, which represent how each feature contributes to each prediction
695

696
   -  produces ``#features + 1`` values where the last value is the expected value of the model output over the training data
697

698
699
   -  **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
700
   -  **Note**: unlike the shap package, with ``predict_contrib`` we return a matrix with an extra column, where the last column is the expected value
701

702
-  ``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
703

704
   -  used only in ``prediction`` task
705

706
   -  used to specify how many trained iterations will be used in prediction
707

708
   -  ``<= 0`` means no limit
709

710
-  ``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
711

712
   -  used only in ``prediction`` task
713

714
   -  if ``true``, will use early-stopping to speed up the prediction. May affect the accuracy
715

716
-  ``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
717

718
   -  used only in ``prediction`` task
719
720
721

   -  the frequency of checking early-stopping prediction

722
-  ``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
723
724

   -  used only in ``prediction`` task
725
726
727

   -  the threshold of margin in early-stopping prediction

728
729
730
731
732
733
734
735
736
737
738
739
-  ``predict_disable_shape_check`` :raw-html:`<a id="predict_disable_shape_check" title="Permalink to this parameter" href="#predict_disable_shape_check">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool

   -  used only in ``prediction`` task

   -  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

   -  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

   -  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

   -  **Note**: be very careful setting this parameter to ``true``

740
-  ``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
741

742
   -  used only in ``convert_model`` task
743

744
   -  only ``cpp`` is supported yet; for conversion model to other languages consider using `m2cgen <https://github.com/BayesWitnesses/m2cgen>`__ utility
745

746
   -  if ``convert_model_language`` is set and ``task=train``, the model will be also converted
747

748
749
   -  **Note**: can be used only in CLI version

750
-  ``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``
751

752
   -  used only in ``convert_model`` task
753

754
   -  output filename of converted model
755

756
757
   -  **Note**: can be used only in CLI version

758
759
Objective Parameters
--------------------
760

761
-  ``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``
762

763
   -  used only in ``multi-class`` classification application
764

765
-  ``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``
766

767
   -  used only in ``binary`` and ``multiclassova`` applications
768

769
   -  set this to ``true`` if training data are unbalanced
770

771
772
   -  **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

773
   -  **Note**: this parameter cannot be used at the same time with ``scale_pos_weight``, choose only **one** of them
774

775
-  ``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``
776

777
   -  used only in ``binary`` and ``multiclassova`` applications
778

779
   -  weight of labels with positive class
780

781
782
   -  **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

783
   -  **Note**: this parameter cannot be used at the same time with ``is_unbalance``, choose only **one** of them
784

785
-  ``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``
786

787
   -  used only in ``binary`` and ``multiclassova`` classification and in ``lambdarank`` applications
788

789
   -  parameter for the sigmoid function
790

791
-  ``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
792

793
   -  used only in ``regression``, ``binary``, ``multiclassova`` and ``cross-entropy`` applications
794

795
   -  adjusts initial score to the mean of labels for faster convergence
796

797
-  ``reg_sqrt`` :raw-html:`<a id="reg_sqrt" title="Permalink to this parameter" href="#reg_sqrt">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
798

799
   -  used only in ``regression`` application
800

801
   -  used to fit ``sqrt(label)`` instead of original values and prediction result will be also automatically converted to ``prediction^2``
802

803
   -  might be useful in case of large-range labels
804

805
-  ``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``
806

807
   -  used only in ``huber`` and ``quantile`` ``regression`` applications
808

809
   -  parameter for `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__ and `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
810

811
-  ``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``
812

813
   -  used only in ``fair`` ``regression`` application
814

815
   -  parameter for `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
816

817
-  ``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``
818

819
   -  used only in ``poisson`` ``regression`` application
820

821
822
   -  parameter for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__ to safeguard optimization

823
-  ``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``
824
825
826
827
828
829

   -  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
830

831
   -  set this closer to ``1`` to shift towards a **Poisson** distribution
832

833
-  ``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``
834

835
   -  used only in ``lambdarank`` application
836

837
   -  optimizes `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__ at this position
838

839
840
841
842
843
844
845
846
-  ``lambdamart_norm`` :raw-html:`<a id="lambdamart_norm" title="Permalink to this parameter" href="#lambdamart_norm">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool

   -  used only in ``lambdarank`` application

   -  set this to ``true`` to normalize the lambdas for different queries, and improve the performance for unbalanced data

   -  set this to ``false`` to enforce the original lambdamart algorithm

847
-  ``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
848

849
   -  used only in ``lambdarank`` application
Nikita Titov's avatar
Nikita Titov committed
850

851
   -  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
852

853
   -  separate by ``,``
Guolin Ke's avatar
Guolin Ke committed
854

855
856
857
Metric Parameters
-----------------

858
-  ``metric`` :raw-html:`<a id="metric" title="Permalink to this parameter" href="#metric">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = multi-enum, aliases: ``metrics``, ``metric_types``
859

860
   -  metric(s) to be evaluated on the evaluation set(s)
861

862
      -  ``""`` (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)
863

864
      -  ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``, ``null``, ``custom``
865
866
867
868
869

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

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

870
      -  ``rmse``, root square loss, aliases: ``root_mean_squared_error``, ``l2_root``
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887

      -  ``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

888
      -  ``ndcg``, `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__, aliases: ``lambdarank``
889
890
891
892
893
894
895

      -  ``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
896
      -  ``binary_error``, for one sample: ``0`` for correct classification, ``1`` for error classification
897

Belinda Trotta's avatar
Belinda Trotta committed
898
899
      -  ``auc_mu``, `AUC-mu <http://proceedings.mlr.press/v97/kleiman19a/kleiman19a.pdf>`__

900
901
902
903
      -  ``multi_logloss``, log loss for multi-class classification, aliases: ``multiclass``, ``softmax``, ``multiclassova``, ``multiclass_ova``, ``ova``, ``ovr``

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

Guolin Ke's avatar
Guolin Ke committed
904
      -  ``cross_entropy``, cross-entropy (with optional linear weights), aliases: ``xentropy``
905

Guolin Ke's avatar
Guolin Ke committed
906
      -  ``cross_entropy_lambda``, "intensity-weighted" cross-entropy, aliases: ``xentlambda``
907

Guolin Ke's avatar
Guolin Ke committed
908
      -  ``kullback_leibler``, `Kullback-Leibler divergence <https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence>`__, aliases: ``kldiv``
909

Misha Lisovyi's avatar
Misha Lisovyi committed
910
   -  support multiple metrics, separated by ``,``
911

912
-  ``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``
913
914
915

   -  frequency for metric output

916
-  ``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``
917

918
   -  set this to ``true`` to output metric result over training dataset
919

920
921
   -  **Note**: can be used only in CLI version

922
-  ``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``
923

924
925
   -  used only with ``ndcg`` and ``map`` metrics

926
   -  `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 ``,``
927

Belinda Trotta's avatar
Belinda Trotta committed
928
929
930
931
932
933
934
935
936
937
938
939
-  ``multi_error_top_k`` :raw-html:`<a id="multi_error_top_k" title="Permalink to this parameter" href="#multi_error_top_k">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, constraints: ``multi_error_top_k > 0``

   -  used only with ``multi_error`` metric

   -  threshold for top-k multi-error metric

   -  the error on each sample is ``0`` if the true class is among the top ``multi_error_top_k`` predictions, and ``1`` otherwise

      -  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

   -  when ``multi_error_top_k=1`` this is equivalent to the usual multi-error metric

Belinda Trotta's avatar
Belinda Trotta committed
940
941
942
943
944
945
946
947
948
949
950
951
-  ``auc_mu_weights`` :raw-html:`<a id="auc_mu_weights" title="Permalink to this parameter" href="#auc_mu_weights">&#x1F517;&#xFE0E;</a>`, default = ``None``, type = multi-double

   -  used only with ``auc_mu`` metric

   -  list representing flattened matrix (in row-major order) giving loss weights for classification errors

   -  list should have ``n * n`` elements, where ``n`` is the number of classes

   -  the matrix co-ordinate ``[i, j]`` should correspond to the ``i * n + j``-th element of the list

   -  if not specified, will use equal weights for all classes

952
953
954
Network Parameters
------------------

955
-  ``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``
956

957
   -  the number of machines for parallel learning application
958

959
   -  this parameter is needed to be set in both **socket** and **mpi** versions
960

961
-  ``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``
962
963
964

   -  TCP listen port for local machines

965
   -  **Note**: don't forget to allow this port in firewall settings before training
966

967
-  ``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``
968
969
970

   -  socket time-out in minutes

971
-  ``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``
972
973

   -  path of file that lists machines for this parallel learning application
974

975
   -  each line contains one IP and one port for one machine. The format is ``ip port`` (space as a separator)
976

977
-  ``machines`` :raw-html:`<a id="machines" title="Permalink to this parameter" href="#machines">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``workers``, ``nodes``
978
979

   -  list of machines in the following format: ``ip1:port1,ip2:port2``
980
981
982
983

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

984
-  ``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
985

986
   -  OpenCL platform ID. Usually each GPU vendor exposes one OpenCL platform
987

988
   -  ``-1`` means the system-wide default platform
989

990
991
   -  **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details

992
-  ``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
993
994
995

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

996
   -  ``-1`` means the default device in the selected platform
997

998
999
   -  **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details

1000
-  ``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
1001

1002
   -  set this to ``true`` to use double precision math on GPU (by default single precision is used)
1003

1004
1005
.. end params list

1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
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.
1023

1024
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.
1025
In this case, LightGBM will auto load initial score file if it exists.
1026

1027
1028
Otherwise, you should specify the path to the custom named file with initial scores by the ``initscore_filename`` `parameter <#initscore_filename>`__.

1029
1030
1031
Weight Data
~~~~~~~~~~~

Nikita Titov's avatar
Nikita Titov committed
1032
LightGBM supports weighted training. It uses an additional file to store weight data, like the following:
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042

::

    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.
1043

1044
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.
1045
In this case, LightGBM will load the weight file automatically if it exists.
1046

1047
Also, you can include weight column in your data file. Please refer to the ``weight_column`` `parameter <#weight_column>`__ in above.
1048
1049
1050
1051
1052

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

For LambdaRank learning, it needs query information for training data.
Nikita Titov's avatar
Nikita Titov committed
1053
LightGBM uses an additional file to store query data, like the following:
1054
1055
1056
1057
1058
1059
1060
1061

::

    27
    18
    67
    ...

1062
It means first ``27`` lines samples belong to one query and next ``18`` lines belong to another, and so on.
1063
1064
1065

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

1066
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.
1067
In this case, LightGBM will load the query file automatically if it exists.
1068

1069
Also, you can include query/group id column in your data file. Please refer to the ``group_column`` `parameter <#group_column>`__ in above.
1070
1071

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