Add Light GBM sample

docs/samples/Microsoft.ML.Samples/Dynamic/LightGbm.cs

@@ -0,0 +1,87 @@
+using System;
+using Microsoft.Data.DataView;
+using Microsoft.ML.Data;
+
+namespace Microsoft.ML.Samples.Dynamic
+{
+    public class LightBgmExample
+    {
+        public static void LightBgm()
+        {
+            var ml = new MLContext();
+
+            // Downloading a classification dataset from github.com/dotnet/machinelearning.
+            // It will be stored in the same path as the executable
+            var dataFilePath = SamplesUtils.DatasetUtils.DownloadAdultDataset();
+
+            // Data Preview
+            // 1. Column: age (numeric)
+            // 2. Column: workclass (text/categorical)
+            // 3. Column: fnlwgt (numeric)
+            // 4. Column: education (text/categorical)
+            // 5. Column: education-num (numeric)
+            // 6. Column: marital-status (text/categorical)
+            // 7. Column: occupation (text/categorical)
+            // 8. Column: relationship (text/categorical)
+            // 9. Column: ethnicity (text/categorical)
+            // 10. Column: sex (text/categorical)
+            // 11. Column: capital-gain (numeric)
+            // 12. Column: capital-loss (numeric)
+            // 13. Column: hours-per-week (numeric)
+            // 14. Column: native-country (text/categorical)
+            // 15. Column: Column [Label]: IsOver50K (boolean)
+
+            var reader = ml.Data.CreateTextLoader(new TextLoader.Arguments
+            {
+                Separators = new[] { ',' },
+                HasHeader = true,
+                Columns = new[]
+                {
+                    new TextLoader.Column("age", DataKind.R4, 0),
+                    new TextLoader.Column("workclass", DataKind.Text, 1),
+                    new TextLoader.Column("fnlwgt", DataKind.R4, 2),
+                    new TextLoader.Column("education", DataKind.Text, 3),
+                    new TextLoader.Column("education-num", DataKind.R4, 4),
+                    new TextLoader.Column("marital-status", DataKind.Text, 5),
+                    new TextLoader.Column("occupation", DataKind.Text, 6),
+                    new TextLoader.Column("relationship", DataKind.Text, 7),
+                    new TextLoader.Column("ethnicity", DataKind.Text, 8),
+                    new TextLoader.Column("sex", DataKind.Text, 9),
+                    new TextLoader.Column("capital-gain", DataKind.R4, 10),
+                    new TextLoader.Column("capital-loss", DataKind.R4, 11),
+                    new TextLoader.Column("hours-per-week", DataKind.R4, 12),
+                    new TextLoader.Column("native-country", DataKind.Text, 13),
+                    new TextLoader.Column("Label", DataKind.Bool, 14)
+                }
+            });
+
+            IDataView data = reader.Read(dataFilePath);
+
+            var (trainData, testData) = ml.BinaryClassification.TrainTestSplit(data, testFraction: 0.2);
+
+            var pipeline = ml.Transforms.Concatenate("Text", "workclass", "education", "marital-status",
+                    "relationship", "ethnicity", "sex", "native-country")
+                .Append(ml.Transforms.Text.FeaturizeText("TextFeatures", "Text"))
+                .Append(ml.Transforms.Concatenate("Features", "TextFeatures", "age", "fnlwgt",
+                    "education-num", "capital-gain", "capital-loss", "hours-per-week"))
+                .Append(ml.BinaryClassification.Trainers.LightGbm());
+
+            var model = pipeline.Fit(trainData);
+
+            var dataWithPredictions = model.Transform(testData);
+
+            var metrics = ml.BinaryClassification.Evaluate(dataWithPredictions);
+
+            Console.WriteLine($"Accuracy: {metrics.Accuracy}"); // 0.87
+            Console.WriteLine($"AUC: {metrics.Auc}"); // 0.92
+            Console.WriteLine($"F1 Score: {metrics.F1Score}"); // 0.70
+
+            Console.WriteLine($"Negative Precision: {metrics.NegativePrecision}"); // 0.90
+            Console.WriteLine($"Negative Recall: {metrics.NegativeRecall}"); // 0.93
+            Console.WriteLine($"Positive Precision: {metrics.PositivePrecision}"); // 0.75
+            Console.WriteLine($"Positive Recall: {metrics.PositiveRecall}"); // 0.66
+
+            Console.ReadLine();
+        }
+    }
+}

src/Microsoft.ML.LightGBM/LightGbmCatalog.cs

@@ -24,6 +24,13 @@ public static class LightGbmExtensions
         /// <param name="numBoostRound">Number of iterations.</param>
         /// <param name="minDataPerLeaf">The minimal number of documents allowed in a leaf of the tree, out of the subsampled data.</param>
         /// <param name="learningRate">The learning rate.</param>
+        /// /// <example>
+        /// <format type="text/markdown">
+        /// <![CDATA[
+        /// [!code-csharp[Light GBM](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/LightGbm.cs)]
+        /// ]]>
+        /// </format>
+        /// </example>
         public static LightGbmRegressorTrainer LightGbm(this RegressionCatalog.RegressionTrainers catalog,
             string labelColumn = DefaultColumnNames.Label,
             string featureColumn = DefaultColumnNames.Features,