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do you have material/code how find hyperparameters GBMs, like lightgbm or xgboost or catboos? #2

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Sandy4321 opened this issue Sep 6, 2023 · 3 comments

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@Sandy4321
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do you have material/code how find hyperparameters GBMs, like lightgbm or xgboost or catboos?
meaning what do to step by step how to find hyperparameters ?

@Sandy4321
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@Sandy4321
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I bought your paper book from amazon

@gkunapuli
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Yes! Check out Section 5.4 for LightGBM, Section 6.4 for XGBoost and Section 8.2.3 for CatBoost. In addition, the Case Studies for Chapters 5, 6, and 8 also contain examples of hyper-parameter selection.

Specifically, there are examples of how to perform cross validation for selecting learning rate & ensemble size along with early stopping for efficiency.

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