# 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}')