# coding: utf-8 from pathlib import Path import pandas as pd from sklearn.metrics import mean_squared_error import lightgbm as lgb print("Loading data...") # load or create your dataset regression_example_dir = Path(__file__).absolute().parents[1] / "regression" df_train = pd.read_csv(str(regression_example_dir / "regression.train"), header=None, sep="\t") df_test = pd.read_csv(str(regression_example_dir / "regression.test"), header=None, sep="\t") y_train = df_train[0] y_test = df_test[0] X_train = df_train.drop(0, axis=1) X_test = df_test.drop(0, axis=1) # create dataset for lightgbm lgb_train = lgb.Dataset(X_train, y_train) lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train) # specify your configurations as a dict params = { "boosting_type": "gbdt", "objective": "regression", "metric": {"l2", "l1"}, "num_leaves": 31, "learning_rate": 0.05, "feature_fraction": 0.9, "bagging_fraction": 0.8, "bagging_freq": 5, "verbose": 0, } print("Starting training...") # train gbm = lgb.train( params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.early_stopping(stopping_rounds=5)] ) print("Saving model...") # save model to file gbm.save_model("model.txt") print("Starting predicting...") # predict y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration) # eval rmse_test = mean_squared_error(y_test, y_pred) ** 0.5 print(f"The RMSE of prediction is: {rmse_test}")