Advanced-Topics.rst 2.43 KB
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Advanced Topics
===============

Missing Value Handle
--------------------

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-  LightGBM enables the missing value handle by default. Disable it by setting ``use_missing=false``.
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-  LightGBM uses NA (NaN) to represent missing values by default. Change it to use zero by setting ``zero_as_missing=true``.
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-  When ``zero_as_missing=false`` (default), the unshown values in sparse matrices (and LightSVM) are treated as zeros.
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-  When ``zero_as_missing=true``, NA and zeros (including unshown values in sparse matrices (and LightSVM)) are treated as missing.
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Categorical Feature Support
---------------------------

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-  LightGBM offers good accuracy with integer-encoded categorical features. LightGBM applies
   `Fisher (1958) <http://www.csiss.org/SPACE/workshops/2004/SAC/files/fisher.pdf>`_
   to find the optimal split over categories as
   `described here <./Features.rst#optimal-split-for-categorical-features>`_. This often performs better than one-hot encoding.
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-  Use ``categorical_feature`` to specify the categorical features.
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   Refer to the parameter ``categorical_feature`` in `Parameters <./Parameters.rst#categorical_feature>`__.
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-  Categorical features must be encoded as non-negative integers (``int``) less than ``Int32.MaxValue`` (2147483647).
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   It is best to use a contiguous range of integers started from zero.
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-  Use ``min_data_per_group``, ``cat_smooth`` to deal with over-fitting (when ``#data`` is small or ``#category`` is large).
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-  For a categorical feature with high cardinality (``#category`` is large), it often works best to
   treat the feature as numeric, either by simply ignoring the categorical interpretation of the integers or
   by embedding the categories in a low-dimensional numeric space.
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LambdaRank
----------

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-  The label should be of type ``int``, such that larger numbers correspond to higher relevance (e.g. 0:bad, 1:fair, 2:good, 3:perfect).
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-  Use ``label_gain`` to set the gain(weight) of ``int`` label.

-  Use ``max_position`` to set the NDCG optimization position.

Parameters Tuning
-----------------

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

Parallel Learning
-----------------

-  Refer to `Parallel Learning Guide <./Parallel-Learning-Guide.rst>`__.

GPU Support
-----------

-  Refer to `GPU Tutorial <./GPU-Tutorial.rst>`__ and `GPU Targets <./GPU-Targets.rst>`__.

Recommendations for gcc Users (MinGW, \*nix)
--------------------------------------------

-  Refer to `gcc Tips <./gcc-Tips.rst>`__.