what does lightgbm python Dataset reference parameter mean?

user_1897932 0
Viewed 1929

I am trying to figure out how to train a gbdt classifier with lightgbm in python, but getting confused with the example provided on the official website. Following the steps listed, I find that the validation_data comes from nowhere and there is no clue about the format of the valid_data nor the merit or avail of training model with or without it. validation data creation step Another question comes with it is that, in the documentation, it is said that "the validation data should be aligned with training data", while I look into the Dataset details, I find that there is another statement shows that "If this is Dataset for validation, training data should be used as reference". My final questions are, why should validation data be aligned with training data? what is the meaning of reference in Dataset and how is it used during training? is the alignment goal accomplished with reference set to training data? what is the difference between this "reference" strategy and cross-validation? Hope someone could help me out of this maze, thanks!

lightgbm cross-validation machine-learning
2 Answers

The idea of "validation data should be aligned with training data" is simple : every preprocessing you do to the training data, you should do it the same way for validation data and in production of course. This apply to every ML algorithm.

For example, for neural network, you will often normalize your training inputs (substract by mean and divide by std). Suppose you have a variable "age" with mean 26yo in training. It will be mapped to "0" for the training of your neural network. For validation data, you want to normalize in the same way as training data (using mean of training and std of training) in order that 26yo in validation is still mapped to 0 (same value -> same prediction).

This is the same for LightGBM. The data will be "bucketed" (in short, every continuous value will be discretized) and you want to map the continuous values to the same bins in training and in validation. Those bins will be calculated using the "reference" dataset.

Regarding training without validation, this is something you don't want to do most of the time! It is very easy to overfit the training data with boosted trees if you don't have a validation to adjust parameters such as "num_boost_round".

user_60770350

still everything is tricky can you share full example with using and without using this "reference=" for example will it be different 

import lightgbm as lgbm
importance_type_LGB = 'gain'
d_train = lgbm.Dataset(train_data_with_NANs, label= target_train)
d_valid = lgbm.Dataset(train_data_with_NANs, reference= target_train)
lgb_clf = lgbm.LGBMClassifier(class_weight = 'balanced' ,importance_type = importance_type_LGB)
lgb_clf.fit(test_data_with_NANs,target_train)
test_data_predict_proba_lgb = lgb_clf.predict_proba(test_data_with_NANs)

from

import lightgbm as lgbm
importance_type_LGB = 'gain'
lgb_clf = lgbm.LGBMClassifier(class_weight = 'balanced' ,importance_type = importance_type_LGB)
lgb_clf.fit(test_data_with_NANs,target_train)
test_data_predict_proba_lgb = lgb_clf.predict_proba(test_data_with_NANs)
user_100503370
Related