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Optuna LightGBM LightGBMPruningCallback
I am getting an error on my modeling of lightgbm searching for optimal auc. Any help would be appreciated.
import optuna
from sklearn.model_selection import StratifiedKFold
from optuna.integration i...
Tinkinc
Votes: 0
Answers: 1
How to implement calculating pAUC and its derivatives in python?
According to this paper, the method of maximizing pAUC is useful for unbalanced binary classification problems.
Since gradient boosting libraries such as LightGBM, CatBoost and XGBoost do not implemen...
toshi71
Votes: 0
Answers: 0
LightGBM with Tweedie loss; I'm confused on the Gradient and Hessians used
I'm trying to figure out custom objective functions in LightGBM, and I figured a good place to start would be replicating the built-in functions. The equation LightGBM uses to calculate the Tweedie me...
Sinnombre
Votes: 0
Answers: 1
bringing lgb model accuracy closer to xgb's
I set up the following parameters for tuning a xgboost model
dtrain = xgb.DMatrix(X_train, y_train_cost)
dvalid = xgb.DMatrix(X_valid, y_valid_cost)
prm = {
"objective": "reg:squared...
ironv
Votes: 0
Answers: 1