# coding: utf-8 # pylint: disable = invalid-name, C0111 import numpy as np import pandas as pd import lightgbm as lgb from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV # load or create your dataset print('Load data...') df_train = pd.read_csv('../regression/regression.train', header=None, sep='\t') df_test = pd.read_csv('../regression/regression.test', header=None, sep='\t') y_train = df_train[0].values y_test = df_test[0].values X_train = df_train.drop(0, axis=1).values X_test = df_test.drop(0, axis=1).values print('Start training...') # train gbm = lgb.LGBMRegressor(objective='regression', num_leaves=31, learning_rate=0.05, n_estimators=20) gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], eval_metric='l1', early_stopping_rounds=5) print('Start predicting...') # predict y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration_) # eval print('The rmse of prediction is:', mean_squared_error(y_test, y_pred) ** 0.5) # feature importances print('Feature importances:', list(gbm.feature_importances_)) # self-defined eval metric # f(y_true: array, y_pred: array) -> name: string, eval_result: float, is_higher_better: bool # Root Mean Squared Logarithmic Error (RMSLE) def rmsle(y_true, y_pred): return 'RMSLE', np.sqrt(np.mean(np.power(np.log1p(y_pred) - np.log1p(y_true), 2))), False print('Start training with custom eval function...') # train gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], eval_metric=rmsle, early_stopping_rounds=5) print('Start predicting...') # predict y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration_) # eval print('The rmsle of prediction is:', rmsle(y_test, y_pred)[1]) # other scikit-learn modules estimator = lgb.LGBMRegressor(num_leaves=31) param_grid = { 'learning_rate': [0.01, 0.1, 1], 'n_estimators': [20, 40] } gbm = GridSearchCV(estimator, param_grid) gbm.fit(X_train, y_train) print('Best parameters found by grid search are:', gbm.best_params_)