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Optuna example that demonstrates a pruner for LightGBM.
In this example, we optimize the validation accuracy of cancer detection using LightGBM.
We optimize both the choice of booster model and their hyperparameters. Throughout
training of models, a pruner observes intermediate results and stop unpromising trials.
You can run this example as follows:
$ python
import lightgbm as lgb
import numpy as np
import sklearn.datasets
import sklearn.metrics
from sklearn.model_selection import train_test_split
import optuna
# FYI: Objective functions can take additional arguments
# (
def objective(trial):
data, target = sklearn.datasets.load_breast_cancer(return_X_y=True)
train_x, test_x, train_y, test_y = train_test_split(data, target, test_size=0.25)
dtrain = lgb.Dataset(train_x, label=train_y)
dtest = lgb.Dataset(test_x, label=test_y)
param = {
'objective': 'binary',
'metric': 'auc',
'verbosity': -1,
'boosting_type': 'gbdt',
'lambda_l1': trial.suggest_loguniform('lambda_l1', 1e-8, 10.0),
'lambda_l2': trial.suggest_loguniform('lambda_l2', 1e-8, 10.0),
'num_leaves': trial.suggest_int('num_leaves', 2, 256),
'feature_fraction': trial.suggest_uniform('feature_fraction', 0.4, 1.0),
'bagging_fraction': trial.suggest_uniform('bagging_fraction', 0.4, 1.0),
'bagging_freq': trial.suggest_int('bagging_freq', 1, 7),
'min_child_samples': trial.suggest_int('min_child_samples', 5, 100),
# Add a callback for pruning.
pruning_callback = optuna.integration.LightGBMPruningCallback(trial, 'auc')
gbm = lgb.train(
param, dtrain, valid_sets=[dtest], verbose_eval=False, callbacks=[pruning_callback])
preds = gbm.predict(test_x)
pred_labels = np.rint(preds)
accuracy = sklearn.metrics.accuracy_score(test_y, pred_labels)
return accuracy
if __name__ == '__main__':
study = optuna.create_study(pruner=optuna.pruners.MedianPruner(n_warmup_steps=10),
study.optimize(objective, n_trials=100)
print('Number of finished trials: {}'.format(len(study.trials)))
print('Best trial:')
trial = study.best_trial
print(' Value: {}'.format(trial.value))
print(' Params: ')
for key, value in trial.params.items():
print(' {}: {}'.format(key, value))
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