ligthgbm分类与回归实例展示

本文仅做摘抄记录，展示一些lgbm用作分类与回归的代码，以供学习记忆与备用。
lgbm的github:
https://github.com/Microsoft/LightGBM/blob/master/docs/Parameters.rst
参数解释：
https://blog.youkuaiyun.com/ssswill/article/details/85235074
示例代码：https://github.com/Microsoft/LightGBM/tree/master/examples/python-guide
官方文档：
https://lightgbm.readthedocs.io/en/latest/Python-Intro.html

1.回归

1.0回归0

代码：https://github.com/Microsoft/LightGBM/blob/master/examples/python-guide/simple_example.py

# coding: utf-8
# pylint: disable = invalid-name, C0111
import lightgbm as lgb
import pandas as pd
from sklearn.metrics import mean_squared_error

print('Loading data...')
# load or create your dataset
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]
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,
                early_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
print('The rmse of prediction is:', mean_squared_error(y_test, y_pred) ** 0.5)

1.1回归1

代码来源：https://www.kaggle.com/chauhuynh/my-first-kernel-3-699

df_train_columns = [c for c in df_train.columns if c not in ['card_id', 'first_active_month','target','outliers']]
target = df_train[