Install
1. Open LightGBM github and see instructions. For windows, you will need to compiule with visual-studio (download + install can be done in < 1 hour)
2. use "pylightgbm" python package binding to run this code
Code example
import os
from pylightgbm.models import GBMRegressor
os.environ['LIGHTGBM_EXEC'] = "c:/.../LightGBM/windows/x64/Release/lightgbm"
model = GBMRegressor(
num_threads=-1,
learning_rate = 0.03,
num_iterations = 5000,
verbose = False,
early_stopping_round = 50,
feature_fraction = 0.8,
bagging_fraction = 0.8,
)
model.fit(
train_local[features].values,
train_local['loss'].values,
test_data = [(
validation[features].values,
validation['loss'].values
)]
)
