Parameters.rst 56.9 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#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

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 categorcial 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

Guolin Ke's avatar
Guolin Ke committed
417
418
419
420
421
422
-  ``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

423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
-  ``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

443
444
445
IO Parameters
-------------

446
-  ``verbosity`` :raw-html:`<a id="verbosity" title="Permalink to this parameter" href="#verbosity">&#x1F517;&#xFE0E;</a>`, default = ``1``, type = int, aliases: ``verbose``
447
448
449

   -  controls the level of LightGBM's verbosity

450
   -  ``< 0``: Fatal, ``= 0``: Error (Warning), ``= 1``: Info, ``> 1``: Debug
451

452
-  ``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``
453
454
455
456
457
458
459

   -  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
460
461
462
463
464
465
-  ``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

466
-  ``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``
467
468
469
470

   -  minimal number of data inside one bin

   -  use this to avoid one-data-one-bin (potential over-fitting)
471

472
-  ``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``
473

474
475
476
477
478
479
   -  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

480
-  ``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``
481

482
   -  max cache size in MB for historical histogram
483

484
485
   -  ``< 0`` means no limit

486
-  ``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``
487
488

   -  random seed for data partition in parallel learning (excluding the ``feature_parallel`` mode)
489

490
-  ``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``
491

492
   -  filename of output model in training
493

494
495
   -  **Note**: can be used only in CLI version

496
-  ``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``
497

498
   -  frequency of saving model file snapshot
499

500
   -  set this to positive value to enable this function. For example, the model file will be snapshotted at each iteration if ``snapshot_freq=1``
501

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

504
-  ``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``
505

506
507
508
   -  filename of input model

   -  for ``prediction`` task, this model will be applied to prediction data
509
510
511

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

512
513
   -  **Note**: can be used only in CLI version

514
-  ``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``
515

516
   -  filename of prediction result in ``prediction`` task
517

518
519
   -  **Note**: can be used only in CLI version

520
-  ``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``
521

522
   -  path of file with training initial scores
523
524
525

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

526
   -  **Note**: works only in case of loading data directly from file
527

528
-  ``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``
529

530
   -  path(s) of file(s) with validation initial scores
531
532
533
534
535

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

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

536
   -  **Note**: works only in case of loading data directly from file
537

538
-  ``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``
539
540

   -  used for parallel learning (excluding the ``feature_parallel`` mode)
541
542
543

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

544
-  ``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``
545
546
547
548
549

   -  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

550
-  ``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``
551
552
553
554
555
556
557

   -  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

558
-  ``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``
559
560
561

   -  used to enable/disable sparse optimization

562
-  ``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``
563

564
   -  the threshold of zero elements percentage for treating a feature as a sparse one
565

566
-  ``use_missing`` :raw-html:`<a id="use_missing" title="Permalink to this parameter" href="#use_missing">&#x1F517;&#xFE0E;</a>`, default = ``true``, type = bool
567
568

   -  set this to ``false`` to disable the special handle of missing value
569

570
-  ``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
571

572
   -  set this to ``true`` to treat all zero as missing values (including the unshown values in libsvm/sparse matrices)
573

574
575
   -  set this to ``false`` to use ``na`` for representing missing values

576
-  ``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``
577
578
579

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

580
581
   -  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

582
583
   -  **Note**: works only in case of loading data directly from file

584
-  ``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``
585
586

   -  if ``true``, LightGBM will save the dataset (including validation data) to a binary file. This speed ups the data loading for the next time
587

588
   -  **Note**: can be used only in CLI version; for language-specific packages you can use the correspondent function
589

590
-  ``header`` :raw-html:`<a id="header" title="Permalink to this parameter" href="#header">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool, aliases: ``has_header``
591
592
593

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

594
595
   -  **Note**: works only in case of loading data directly from file

596
-  ``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``
597

598
   -  used to specify the label column
599
600
601
602
603

   -  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``

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

606
-  ``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``
607

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

   -  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``

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

616
   -  **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``
617

618
-  ``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``
619

620
   -  used to specify the query/group id column
621
622
623
624
625

   -  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``

626
627
   -  **Note**: works only in case of loading data directly from file

628
   -  **Note**: data should be grouped by query\_id
629

630
   -  **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``
631

632
-  ``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``
633
634

   -  used to specify some ignoring columns in training
635
636
637
638
639

   -  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

640
   -  **Note**: works only in case of loading data directly from file
641

642
   -  **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
643

644
645
   -  **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

646
-  ``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``
647

648
   -  used to specify categorical features
649
650
651
652
653

   -  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

654
655
656
   -  **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``
657

658
659
   -  **Note**: all values should be less than ``Int32.MaxValue`` (2147483647)

660
   -  **Note**: using large values could be memory consuming. Tree decision rule works best when categorical features are presented by consecutive integers starting from zero
661

662
   -  **Note**: all negative values will be treated as **missing values**
663

664
665
   -  **Note**: the output cannot be monotonically constrained with respect to a categorical feature

666
-  ``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``
667

668
   -  used only in ``prediction`` task
669

670
   -  set this to ``true`` to predict only the raw scores
671

672
   -  set this to ``false`` to predict transformed scores
673

674
-  ``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``
675

676
   -  used only in ``prediction`` task
677

678
   -  set this to ``true`` to predict with leaf index of all trees
679

680
-  ``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``
681

682
   -  used only in ``prediction`` task
683

684
   -  set this to ``true`` to estimate `SHAP values <https://arxiv.org/abs/1706.06060>`__, which represent how each feature contributes to each prediction
685

686
   -  produces ``#features + 1`` values where the last value is the expected value of the model output over the training data
687

688
689
   -  **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
690
   -  **Note**: unlike the shap package, with ``predict_contrib`` we return a matrix with an extra column, where the last column is the expected value
691

692
-  ``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
693

694
   -  used only in ``prediction`` task
695

696
   -  used to specify how many trained iterations will be used in prediction
697

698
   -  ``<= 0`` means no limit
699

700
-  ``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
701

702
   -  used only in ``prediction`` task
703

704
   -  if ``true``, will use early-stopping to speed up the prediction. May affect the accuracy
705

706
-  ``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
707

708
   -  used only in ``prediction`` task
709
710
711

   -  the frequency of checking early-stopping prediction

712
-  ``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
713
714

   -  used only in ``prediction`` task
715
716
717

   -  the threshold of margin in early-stopping prediction

718
-  ``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
719

720
   -  used only in ``convert_model`` task
721

722
   -  only ``cpp`` is supported yet
723

724
   -  if ``convert_model_language`` is set and ``task=train``, the model will be also converted
725

726
727
   -  **Note**: can be used only in CLI version

728
-  ``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``
729

730
   -  used only in ``convert_model`` task
731

732
   -  output filename of converted model
733

734
735
   -  **Note**: can be used only in CLI version

736
737
Objective Parameters
--------------------
738

739
-  ``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``
740

741
   -  used only in ``multi-class`` classification application
742

743
-  ``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``
744

745
   -  used only in ``binary`` and ``multiclassova`` applications
746

747
   -  set this to ``true`` if training data are unbalanced
748

749
750
   -  **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

751
   -  **Note**: this parameter cannot be used at the same time with ``scale_pos_weight``, choose only **one** of them
752

753
-  ``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``
754

755
   -  used only in ``binary`` and ``multiclassova`` applications
756

757
   -  weight of labels with positive class
758

759
760
   -  **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

761
   -  **Note**: this parameter cannot be used at the same time with ``is_unbalance``, choose only **one** of them
762

763
-  ``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``
764

765
   -  used only in ``binary`` and ``multiclassova`` classification and in ``lambdarank`` applications
766

767
   -  parameter for the sigmoid function
768

769
-  ``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
770

771
   -  used only in ``regression``, ``binary``, ``multiclassova`` and ``cross-entropy`` applications
772

773
   -  adjusts initial score to the mean of labels for faster convergence
774

775
-  ``reg_sqrt`` :raw-html:`<a id="reg_sqrt" title="Permalink to this parameter" href="#reg_sqrt">&#x1F517;&#xFE0E;</a>`, default = ``false``, type = bool
776

777
   -  used only in ``regression`` application
778

779
   -  used to fit ``sqrt(label)`` instead of original values and prediction result will be also automatically converted to ``prediction^2``
780

781
   -  might be useful in case of large-range labels
782

783
-  ``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``
784

785
   -  used only in ``huber`` and ``quantile`` ``regression`` applications
786

787
   -  parameter for `Huber loss <https://en.wikipedia.org/wiki/Huber_loss>`__ and `Quantile regression <https://en.wikipedia.org/wiki/Quantile_regression>`__
788

789
-  ``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``
790

791
   -  used only in ``fair`` ``regression`` application
792

793
   -  parameter for `Fair loss <https://www.kaggle.com/c/allstate-claims-severity/discussion/24520>`__
794

795
-  ``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``
796

797
   -  used only in ``poisson`` ``regression`` application
798

799
800
   -  parameter for `Poisson regression <https://en.wikipedia.org/wiki/Poisson_regression>`__ to safeguard optimization

801
-  ``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``
802
803
804
805
806
807

   -  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
808

809
   -  set this closer to ``1`` to shift towards a **Poisson** distribution
810

811
-  ``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``
812

813
   -  used only in ``lambdarank`` application
814

815
   -  optimizes `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__ at this position
816

817
818
819
820
821
822
823
824
-  ``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

825
-  ``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
826

827
   -  used only in ``lambdarank`` application
Nikita Titov's avatar
Nikita Titov committed
828

829
   -  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
830

831
   -  separate by ``,``
Guolin Ke's avatar
Guolin Ke committed
832

833
834
835
Metric Parameters
-----------------

836
-  ``metric`` :raw-html:`<a id="metric" title="Permalink to this parameter" href="#metric">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = multi-enum, aliases: ``metrics``, ``metric_types``
837

838
   -  metric(s) to be evaluated on the evaluation set(s)
839

840
      -  ``""`` (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)
841

842
      -  ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``, ``null``, ``custom``
843
844
845
846
847

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

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

848
      -  ``rmse``, root square loss, aliases: ``root_mean_squared_error``, ``l2_root``
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865

      -  ``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

866
      -  ``ndcg``, `NDCG <https://en.wikipedia.org/wiki/Discounted_cumulative_gain#Normalized_DCG>`__, aliases: ``lambdarank``
867
868
869
870
871
872
873

      -  ``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
874
      -  ``binary_error``, for one sample: ``0`` for correct classification, ``1`` for error classification
875
876
877
878
879

      -  ``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
880
      -  ``cross_entropy``, cross-entropy (with optional linear weights), aliases: ``xentropy``
881

Guolin Ke's avatar
Guolin Ke committed
882
      -  ``cross_entropy_lambda``, "intensity-weighted" cross-entropy, aliases: ``xentlambda``
883

Guolin Ke's avatar
Guolin Ke committed
884
      -  ``kullback_leibler``, `Kullback-Leibler divergence <https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence>`__, aliases: ``kldiv``
885

Misha Lisovyi's avatar
Misha Lisovyi committed
886
   -  support multiple metrics, separated by ``,``
887

888
-  ``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``
889
890
891

   -  frequency for metric output

892
-  ``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``
893

894
   -  set this to ``true`` to output metric result over training dataset
895

896
897
   -  **Note**: can be used only in CLI version

898
-  ``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``
899

900
901
   -  used only with ``ndcg`` and ``map`` metrics

902
   -  `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 ``,``
903

Belinda Trotta's avatar
Belinda Trotta committed
904
905
906
907
908
909
910
911
912
913
914
915
-  ``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

916
917
918
Network Parameters
------------------

919
-  ``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``
920

921
   -  the number of machines for parallel learning application
922

923
   -  this parameter is needed to be set in both **socket** and **mpi** versions
924

925
-  ``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``
926
927
928

   -  TCP listen port for local machines

929
   -  **Note**: don't forget to allow this port in firewall settings before training
930

931
-  ``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``
932
933
934

   -  socket time-out in minutes

935
-  ``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``
936
937

   -  path of file that lists machines for this parallel learning application
938

939
   -  each line contains one IP and one port for one machine. The format is ``ip port`` (space as a separator)
940

941
-  ``machines`` :raw-html:`<a id="machines" title="Permalink to this parameter" href="#machines">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = string, aliases: ``workers``, ``nodes``
942
943

   -  list of machines in the following format: ``ip1:port1,ip2:port2``
944
945
946
947

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

948
-  ``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
949

950
   -  OpenCL platform ID. Usually each GPU vendor exposes one OpenCL platform
951

952
   -  ``-1`` means the system-wide default platform
953

954
955
   -  **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details

956
-  ``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
957
958
959

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

960
   -  ``-1`` means the default device in the selected platform
961

962
963
   -  **Note**: refer to `GPU Targets <./GPU-Targets.rst#query-opencl-devices-in-your-system>`__ for more details

964
-  ``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
965

966
   -  set this to ``true`` to use double precision math on GPU (by default single precision is used)
967

968
969
.. end params list

970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
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.
987

988
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.
989
In this case, LightGBM will auto load initial score file if it exists.
990

991
992
Otherwise, you should specify the path to the custom named file with initial scores by the ``initscore_filename`` `parameter <#initscore_filename>`__.

993
994
995
Weight Data
~~~~~~~~~~~

Nikita Titov's avatar
Nikita Titov committed
996
LightGBM supports weighted training. It uses an additional file to store weight data, like the following:
997
998
999
1000
1001
1002
1003
1004
1005
1006

::

    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.
1007

1008
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.
1009
In this case, LightGBM will load the weight file automatically if it exists.
1010

1011
Also, you can include weight column in your data file. Please refer to the ``weight_column`` `parameter <#weight_column>`__ in above.
1012
1013
1014
1015
1016

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

For LambdaRank learning, it needs query information for training data.
Nikita Titov's avatar
Nikita Titov committed
1017
LightGBM uses an additional file to store query data, like the following:
1018
1019
1020
1021
1022
1023
1024
1025

::

    27
    18
    67
    ...

1026
It means first ``27`` lines samples belong to one query and next ``18`` lines belong to another, and so on.
1027
1028
1029

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

1030
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.
1031
In this case, LightGBM will load the query file automatically if it exists.
1032

1033
Also, you can include query/group id column in your data file. Please refer to the ``group_column`` `parameter <#group_column>`__ in above.
1034
1035

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