#' Main training logic for LightGBM #' #' Main training logic for LightGBM #' #' @param params List of parameters #' @param data a \code{lgb.Dataset} object, used for training #' @param nrounds number of training rounds #' @param valids a list of \code{lgb.Dataset} object, used for validation #' @param obj objective function, can be character or custom objective function #' @param eval evaluation function, can be (list of) character or custom eval function #' @param verbose verbosity for output #' if verbose > 0 , also will record iteration message to booster$record_evals #' @param eval_freq evalutaion output frequence #' @param init_model path of model file of \code{lgb.Booster} object, will continue train from this model #' @param colnames feature names, if not null, will use this to overwrite the names in dataset #' @param categorical_feature list of str or int #' type int represents index, #' type str represents feature names #' @param early_stopping_rounds int #' Activates early stopping. #' Requires at least one validation data and one metric #' If there's more than one, will check all of them #' Returns the model with (best_iter + early_stopping_rounds) #' If early stopping occurs, the model will have 'best_iter' field #' @param callbacks list of callback functions #' List of callback functions that are applied at each iteration. #' @param ... other parameters, see parameters.md for more informations #' @return a trained booster model \code{lgb.Booster}. #' @examples #' library(lightgbm) #' data(agaricus.train, package='lightgbm') #' train <- agaricus.train #' dtrain <- lgb.Dataset(train$data, label=train$label) #' data(agaricus.test, package='lightgbm') #' test <- agaricus.test #' dtest <- lgb.Dataset.create.valid(dtrain, test$data, label=test$label) #' params <- list(objective="regression", metric="l2") #' valids <- list(test=dtest) #' model <- lgb.train(params, dtrain, 100, valids, min_data=1, learning_rate=1, early_stopping_rounds=10) #' #' @rdname lgb.train #' @export lgb.train <- function(params=list(), data, nrounds=10, valids=list(), obj=NULL, eval=NULL, verbose=1, eval_freq=1L, init_model=NULL, colnames=NULL, categorical_feature=NULL, early_stopping_rounds=NULL, callbacks=list(), ...) { addiction_params <- list(...) params <- append(params, addiction_params) params$verbose <- verbose params <- lgb.check.obj(params, obj) params <- lgb.check.eval(params, eval) fobj <- NULL feval <- NULL if(typeof(params$objective) == "closure"){ fobj <- params$objective params$objective <- "NONE" } if (typeof(eval) == "closure"){ feval <- eval } lgb.check.params(params) predictor <- NULL if(is.character(init_model)){ predictor <- Predictor$new(init_model) } else if(lgb.is.Booster(init_model)) { predictor <- init_model$to_predictor() } begin_iteration <- 1 if(!is.null(predictor)){ begin_iteration <- predictor$current_iter() + 1 } end_iteration <- begin_iteration + nrounds - 1 # check dataset if(!lgb.is.Dataset(data)){ stop("lgb.train: data only accepts lgb.Dataset object") } if (length(valids) > 0) { if (typeof(valids) != "list" || !all(sapply(valids, lgb.is.Dataset))) stop("valids must be a list of lgb.Dataset elements") evnames <- names(valids) if (is.null(evnames) || any(evnames == "")) stop("each element of the valids must have a name tag") } data$update_params(params) data$.__enclos_env__$private$set_predictor(predictor) if(!is.null(colnames)){ data$set_colnames(colnames) } data$set_categorical_feature(categorical_feature) vaild_contain_train <- FALSE train_data_name <- "train" reduced_valid_sets <- list() if(length(valids) > 0){ for (key in names(valids)) { valid_data <- valids[[key]] if(identical(data, valid_data)){ vaild_contain_train <- TRUE train_data_name <- key next } valid_data$update_params(params) valid_data$set_reference(data) reduced_valid_sets[[key]] <- valid_data } } # process callbacks if(eval_freq > 0){ callbacks <- add.cb(callbacks, cb.print.evaluation(eval_freq)) } if (verbose > 0 && length(valids) > 0) { callbacks <- add.cb(callbacks, cb.record.evaluation()) } # Early stopping callback if (!is.null(early_stopping_rounds)) { if(early_stopping_rounds > 0){ callbacks <- add.cb(callbacks, cb.early.stop(early_stopping_rounds, verbose=verbose)) } } cb <- categorize.callbacks(callbacks) # construct booster booster <- Booster$new(params=params, train_set=data) if(vaild_contain_train){ booster$set_train_data_name(train_data_name) } for (key in names(reduced_valid_sets)) { booster$add_valid(reduced_valid_sets[[key]], key) } # callback env env <- CB_ENV$new() env$model <- booster env$begin_iteration <- begin_iteration env$end_iteration <- end_iteration #start training for(i in begin_iteration:end_iteration){ env$iteration <- i env$eval_list <- list() for (f in cb$pre_iter) f(env) # update one iter booster$update(fobj=fobj) # collect eval result eval_list <- list() if(length(valids) > 0){ if(vaild_contain_train){ eval_list <- append(eval_list, booster$eval_train(feval=feval)) } eval_list <- append(eval_list, booster$eval_valid(feval=feval)) } env$eval_list <- eval_list for (f in cb$post_iter) f(env) # met early stopping if(env$met_early_stop) break } return(booster) }