"""LightGBM Regressor."""
import copy
import pandas as pd
from sklearn.preprocessing import OrdinalEncoder
from skopt.space import Integer, Real
from evalml.model_family import ModelFamily
from evalml.pipelines.components.estimators import Estimator
from evalml.problem_types import ProblemTypes
from evalml.utils import (
SEED_BOUNDS,
_rename_column_names_to_numeric,
downcast_int_nullable_to_double,
import_or_raise,
infer_feature_types,
)
[docs]class LightGBMRegressor(Estimator):
"""LightGBM Regressor.
Args:
boosting_type (string): Type of boosting to use. Defaults to "gbdt".
- 'gbdt' uses traditional Gradient Boosting Decision Tree
- "dart", uses Dropouts meet Multiple Additive Regression Trees
- "goss", uses Gradient-based One-Side Sampling
- "rf", uses Random Forest
learning_rate (float): Boosting learning rate. Defaults to 0.1.
n_estimators (int): Number of boosted trees to fit. Defaults to 100.
max_depth (int): Maximum tree depth for base learners, <=0 means no limit. Defaults to 0.
num_leaves (int): Maximum tree leaves for base learners. Defaults to 31.
min_child_samples (int): Minimum number of data needed in a child (leaf). Defaults to 20.
bagging_fraction (float): LightGBM will randomly select a subset of features on each iteration (tree) without resampling if this is smaller than 1.0.
For example, if set to 0.8, LightGBM will select 80% of features before training each tree.
This can be used to speed up training and deal with overfitting. Defaults to 0.9.
bagging_freq (int): Frequency for bagging. 0 means bagging is disabled.
k means perform bagging at every k iteration.
Every k-th iteration, LightGBM will randomly select bagging_fraction * 100 % of
the data to use for the next k iterations. Defaults to 0.
n_jobs (int or None): Number of threads to run in parallel. -1 uses all threads. Defaults to -1.
random_seed (int): Seed for the random number generator. Defaults to 0.
"""
name = "LightGBM Regressor"
hyperparameter_ranges = {
"learning_rate": Real(0.000001, 1),
"boosting_type": ["gbdt", "dart", "goss", "rf"],
"n_estimators": Integer(10, 100),
"max_depth": Integer(0, 10),
"num_leaves": Integer(2, 100),
"min_child_samples": Integer(1, 100),
"bagging_fraction": Real(0.000001, 1),
"bagging_freq": Integer(0, 1),
}
"""{
"learning_rate": Real(0.000001, 1),
"boosting_type": ["gbdt", "dart", "goss", "rf"],
"n_estimators": Integer(10, 100),
"max_depth": Integer(0, 10),
"num_leaves": Integer(2, 100),
"min_child_samples": Integer(1, 100),
"bagging_fraction": Real(0.000001, 1),
"bagging_freq": Integer(0, 1),
}"""
model_family = ModelFamily.LIGHTGBM
"""ModelFamily.LIGHTGBM"""
supported_problem_types = [
ProblemTypes.REGRESSION,
ProblemTypes.TIME_SERIES_REGRESSION,
]
"""[ProblemTypes.REGRESSION]"""
SEED_MIN = 0
SEED_MAX = SEED_BOUNDS.max_bound
"""SEED_BOUNDS.max_bound"""
def __init__(
self,
boosting_type="gbdt",
learning_rate=0.1,
n_estimators=20,
max_depth=0,
num_leaves=31,
min_child_samples=20,
bagging_fraction=0.9,
bagging_freq=0,
n_jobs=-1,
random_seed=0,
**kwargs,
):
parameters = {
"boosting_type": boosting_type,
"learning_rate": learning_rate,
"n_estimators": n_estimators,
"max_depth": max_depth,
"num_leaves": num_leaves,
"min_child_samples": min_child_samples,
"n_jobs": n_jobs,
"bagging_freq": bagging_freq,
"bagging_fraction": bagging_fraction,
}
parameters.update(kwargs)
lg_parameters = copy.copy(parameters)
# when boosting type is random forest (rf), LightGBM requires bagging_freq == 1 and 0 < bagging_fraction < 1.0
if boosting_type == "rf":
lg_parameters["bagging_freq"] = 1
# when boosting type is goss, LightGBM requires bagging_fraction == 1
elif boosting_type == "goss":
lg_parameters["bagging_fraction"] = 1
# avoid lightgbm warnings having to do with parameter aliases
if (
lg_parameters["bagging_freq"] is not None
or lg_parameters["bagging_fraction"] is not None
):
lg_parameters.update({"subsample": None, "subsample_freq": None})
lgbm_error_msg = (
"LightGBM is not installed. Please install using `pip install lightgbm`."
)
lgbm = import_or_raise("lightgbm", error_msg=lgbm_error_msg)
self._ordinal_encoder = None
lgbm_regressor = lgbm.sklearn.LGBMRegressor(
random_state=random_seed, **lg_parameters
)
super().__init__(
parameters=parameters,
component_obj=lgbm_regressor,
random_seed=random_seed,
)
def _encode_categories(self, X, fit=False):
"""Encodes each categorical feature using ordinal encoding."""
X = infer_feature_types(X)
cat_cols = list(X.ww.select("category", return_schema=True).columns)
if fit:
self.input_feature_names = list(X.columns)
X_encoded = _rename_column_names_to_numeric(X)
rename_cols_dict = dict(zip(X.columns, X_encoded.columns))
cat_cols = [rename_cols_dict[col] for col in cat_cols]
if len(cat_cols) == 0:
return X_encoded
if fit:
self._ordinal_encoder = OrdinalEncoder()
encoder_output = self._ordinal_encoder.fit_transform(X_encoded[cat_cols])
else:
encoder_output = self._ordinal_encoder.transform(X_encoded[cat_cols])
X_encoded[cat_cols] = pd.DataFrame(encoder_output)
X_encoded[cat_cols] = X_encoded[cat_cols].astype("category")
return X_encoded
[docs] def fit(self, X, y=None):
"""Fits LightGBM regressor to data.
Args:
X (pd.DataFrame): The input training data of shape [n_samples, n_features].
y (pd.Series): The target training data of length [n_samples].
Returns:
self
"""
X_encoded = self._encode_categories(X, fit=True)
if y is not None:
y = infer_feature_types(y)
X_encoded = downcast_int_nullable_to_double(X_encoded)
self._component_obj.fit(X_encoded, y)
return self
[docs] def predict(self, X):
"""Make predictions using fitted LightGBM regressor.
Args:
X (pd.DataFrame): Data of shape [n_samples, n_features].
Returns:
pd.Series: Predicted values.
"""
X_encoded = self._encode_categories(X)
return super().predict(X_encoded)