liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-17 17:34:35 +08:00
Code Activity

Use callback in LGBM.train. (#974)

Browse Source
This commit is contained in:
Chia-hung Tai
2022-03-13 11:20:18 +08:00
committed by GitHub
parent 921c13cc90
commit 829ad9f5e9
2 changed files with 17 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
qlib/contrib/model/gbdt.py
View File

@@ -68,17 +68,18 @@ class LGBModel(ModelFT, LightGBMFInt):
evals_result = {} # in case of unsafety of Python default values
ds_l = self._prepare_data(dataset, reweighter)
ds, names = list(zip(*ds_l))
early_stopping_callback = lgb.early_stopping(
self.early_stopping_rounds if early_stopping_rounds is None else early_stopping_rounds
)
verbose_eval_callback = lgb.log_evaluation(period=verbose_eval)
evals_result_callback = lgb.record_evaluation(evals_result)
self.model = lgb.train(
self.params,
ds[0], # training dataset
num_boost_round=self.num_boost_round if num_boost_round is None else num_boost_round,
valid_sets=ds,
valid_names=names,
early_stopping_rounds=(
self.early_stopping_rounds if early_stopping_rounds is None else early_stopping_rounds
),
verbose_eval=verbose_eval,
evals_result=evals_result,
callbacks=[early_stopping_callback, verbose_eval_callback, evals_result_callback],
**kwargs,
)
for k in names:
@@ -110,6 +111,7 @@ class LGBModel(ModelFT, LightGBMFInt):
dtrain, _ = self._prepare_data(dataset, reweighter) # pylint: disable=W0632
if dtrain.empty:
raise ValueError("Empty data from dataset, please check your dataset config.")
verbose_eval_callback = lgb.log_evaluation(period=verbose_eval)
self.model = lgb.train(
self.params,
dtrain,
@@ -117,5 +119,5 @@ class LGBModel(ModelFT, LightGBMFInt):
init_model=self.model,
valid_sets=[dtrain],
valid_names=["train"],
verbose_eval=verbose_eval,
callbacks=[verbose_eval_callback],
)