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Adjusting gbdt.py's parameter (#660)

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* Update gbdt.py

* Update gbdt.py

* Update gbdt.py
This commit is contained in:
you-n-g
2021-10-28 19:43:05 +08:00
committed by GitHub
parent 7c31012b50
commit e41c0ac90a
1 changed files with 6 additions and 3 deletions
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9
qlib/contrib/model/gbdt.py
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@@ -14,11 +14,12 @@ from ...model.interpret.base import LightGBMFInt
class LGBModel(ModelFT, LightGBMFInt):
"""LightGBM Model"""
def __init__(self, loss="mse", **kwargs):
def __init__(self, loss="mse", early_stopping_rounds=50, **kwargs):
if loss not in {"mse", "binary"}:
raise NotImplementedError
self.params = {"objective": loss, "verbosity": -1}
self.params.update(kwargs)
self.early_stopping_rounds = early_stopping_rounds
self.model = None
def _prepare_data(self, dataset: DatasetH):
@@ -44,7 +45,7 @@ class LGBModel(ModelFT, LightGBMFInt):
self,
dataset: DatasetH,
num_boost_round=1000,
early_stopping_rounds=50,
early_stopping_rounds=None,
verbose_eval=20,
evals_result=dict(),
**kwargs
@@ -56,7 +57,9 @@ class LGBModel(ModelFT, LightGBMFInt):
num_boost_round=num_boost_round,
valid_sets=[dtrain, dvalid],
valid_names=["train", "valid"],
early_stopping_rounds=early_stopping_rounds,
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,
**kwargs