Module: LightGBM

Defined in:
lib/lightgbm.rb,
lib/lightgbm/ffi.rb,
lib/lightgbm/model.rb,
lib/lightgbm/utils.rb,
lib/lightgbm/ranker.rb,
lib/lightgbm/booster.rb,
lib/lightgbm/dataset.rb,
lib/lightgbm/version.rb,
lib/lightgbm/regressor.rb,
lib/lightgbm/classifier.rb

Defined Under Namespace

Modules: FFI, Utils Classes: Booster, Classifier, Dataset, Error, Model, Ranker, Regressor

Constant Summary collapse

VERSION = 
"0.3.2"

Class Attribute Summary collapse

Class Method Summary collapse

Class Attribute Details

.ffi_lib ⇒ Object

Returns the value of attribute ffi_lib.



20
21
22
 
# File 'lib/lightgbm.rb', line 20

def ffi_lib
  @ffi_lib
end

Class Method Details

.cv(params, train_set, num_boost_round: 100, nfold: 5, seed: 0, shuffle: true, early_stopping_rounds: nil, verbose_eval: nil, show_stdv: true) ⇒ Object 



113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
 
# File 'lib/lightgbm.rb', line 113

def cv(params, train_set, num_boost_round: 100, nfold: 5, seed: 0, shuffle: true, early_stopping_rounds: nil, verbose_eval: nil, show_stdv: true)
  rand_idx = (0...train_set.num_data).to_a
  rand_idx.shuffle!(random: Random.new(seed)) if shuffle

  kstep = rand_idx.size / nfold
  test_id = rand_idx.each_slice(kstep).to_a[0...nfold]
  train_id = []
  nfold.times do |i|
    idx = test_id.dup
    idx.delete_at(i)
    train_id << idx.flatten
  end

  boosters = []
  folds = train_id.zip(test_id)
  folds.each do |(train_idx, test_idx)|
    fold_train_set = train_set.subset(train_idx)
    fold_valid_set = train_set.subset(test_idx)
    booster = Booster.new(params: params, train_set: fold_train_set)
    booster.add_valid(fold_valid_set, "valid")
    boosters << booster
  end

  eval_hist = {}

  if early_stopping_rounds
    best_score = {}
    best_iter = {}
    best_iteration = nil
  end

  num_boost_round.times do |iteration|
    boosters.each(&:update)

    scores = {}
    boosters.map(&:eval_valid).map(&:reverse).flatten(1).each do |r|
      (scores[r[1]] ||= []) << r[2]
    end

    message_parts = ["[#{iteration + 1}]"]

    means = {}
    scores.each do |eval_name, vals|
      mean = mean(vals)
      stdev = stdev(vals)

      (eval_hist["#{eval_name}-mean"] ||= []) << mean
      (eval_hist["#{eval_name}-stdv"] ||= []) << stdev

      means[eval_name] = mean

      if show_stdv
        message_parts << "cv_agg's %s: %g + %g" % [eval_name, mean, stdev]
      else
        message_parts << "cv_agg's %s: %g" % [eval_name, mean]
      end
    end

    puts message_parts.join("\t") if verbose_eval

    if early_stopping_rounds
      stop_early = false
      means.each do |k, score|
        # TODO fix higher better
        if best_score[k].nil? || score < best_score[k]
          best_score[k] = score
          best_iter[k] = iteration
        elsif iteration - best_iter[k] >= early_stopping_rounds
          best_iteration = best_iter[k]
          stop_early = true
          break
        end
      end
      break if stop_early
    end
  end

  if early_stopping_rounds
    # use best iteration from first metric if not stopped early
    best_iteration ||= best_iter[best_iter.keys.first]
    eval_hist.each_key do |k|
      eval_hist[k] = eval_hist[k].first(best_iteration + 1)
    end
  end

  eval_hist
end

.train(params, train_set, num_boost_round: 100, valid_sets: [], valid_names: [], early_stopping_rounds: nil, verbose_eval: true) ⇒ Object

Raises:

  • (ArgumentError) 


35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
 
# File 'lib/lightgbm.rb', line 35

def train(params, train_set, num_boost_round: 100, valid_sets: [], valid_names: [], early_stopping_rounds: nil, verbose_eval: true)
  booster = Booster.new(params: params, train_set: train_set)

  valid_contain_train = false
  valid_sets.zip(valid_names).each_with_index do |(data, name), i|
    if data == train_set
      booster.train_data_name = name || "training"
      valid_contain_train = true
    else
      # ensure the validation set references the training set
      data.reference = train_set
      booster.add_valid(data, name || "valid_#{i}")
    end
  end

  raise ArgumentError, "For early stopping, at least one validation set is required" if early_stopping_rounds && !valid_sets.any? { |v| v != train_set }

  booster.best_iteration = 0

  if early_stopping_rounds
    best_score = []
    best_iter = []
    best_message = []

    puts "Training until validation scores don't improve for #{early_stopping_rounds.to_i} rounds." if verbose_eval
  end

  num_boost_round.times do |iteration|
    booster.update

    if valid_sets.any?
      # print results
      messages = []

      eval_valid = booster.eval_valid
      if valid_contain_train
        eval_valid = eval_valid + booster.eval_train
      end
      # not sure why reversed in output
      eval_valid.reverse!

      eval_valid.each do |res|
        messages << "%s's %s: %g" % [res[0], res[1], res[2]]
      end

      message = "[#{iteration + 1}]\t#{messages.join("\t")}"

      puts message if verbose_eval

      if early_stopping_rounds
        stop_early = false
        eval_valid.each_with_index do |(_, _, score, higher_better), i|
          op = higher_better ? :> : :<
          if best_score[i].nil? || score.send(op, best_score[i])
            best_score[i] = score
            best_iter[i] = iteration
            best_message[i] = message
          elsif iteration - best_iter[i] >= early_stopping_rounds
            booster.best_iteration = best_iter[i] + 1
            puts "Early stopping, best iteration is:\n#{best_message[i]}" if verbose_eval
            stop_early = true
            break
          end
        end

        break if stop_early

        if iteration == num_boost_round - 1
          booster.best_iteration = best_iter[0] + 1
          puts "Did not meet early stopping. Best iteration is: #{best_message[0]}" if verbose_eval
        end
      end
    end
  end

  booster
end