104 lines
3.1 KiB
Python
104 lines
3.1 KiB
Python
import lightgbm as lgb
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import sklearn.datasets
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import sklearn.metrics
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from sklearn.model_selection import train_test_split
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from ray import tune
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from ray.tune.integration.lightgbm import TuneReportCheckpointCallback
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from ray.tune.schedulers import ASHAScheduler
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def train_breast_cancer(config: dict):
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# This is a simple training function to be passed into Tune
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# Load dataset
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data, target = sklearn.datasets.load_breast_cancer(return_X_y=True)
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# Split into train and test set
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train_x, test_x, train_y, test_y = train_test_split(data, target, test_size=0.25)
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# Build input Datasets for LightGBM
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train_set = lgb.Dataset(train_x, label=train_y)
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test_set = lgb.Dataset(test_x, label=test_y)
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# Train the classifier, using the Tune callback
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lgb.train(
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config,
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train_set,
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valid_sets=[test_set],
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valid_names=["eval"],
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callbacks=[
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TuneReportCheckpointCallback(
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{
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"binary_error": "eval-binary_error",
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"binary_logloss": "eval-binary_logloss",
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}
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)
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],
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)
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def train_breast_cancer_cv(config: dict):
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# This is a simple training function to be passed into Tune, using
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# lightgbm's cross validation functionality
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# Load dataset
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data, target = sklearn.datasets.load_breast_cancer(return_X_y=True)
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train_set = lgb.Dataset(data, label=target)
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# Run CV, using the Tune callback
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lgb.cv(
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config,
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train_set,
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stratified=True,
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# Checkpointing is not supported for CV
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# LightGBM aggregates metrics over folds automatically
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# with the cv_agg key. Both mean and standard deviation
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# are provided.
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callbacks=[
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TuneReportCheckpointCallback(
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{
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"binary_error": "valid-binary_error-mean",
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"binary_logloss": "valid-binary_logloss-mean",
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"binary_error_stdv": "valid-binary_error-stdv",
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"binary_logloss_stdv": "valid-binary_logloss-stdv",
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},
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frequency=0,
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)
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],
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)
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if __name__ == "__main__":
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import argparse
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parser = argparse.ArgumentParser()
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parser.add_argument(
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"--use-cv", action="store_true", help="Use `lgb.cv` instead of `lgb.train`."
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)
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args, _ = parser.parse_known_args()
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config = {
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"objective": "binary",
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"metric": ["binary_error", "binary_logloss"],
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"verbose": -1,
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"boosting_type": tune.grid_search(["gbdt", "dart"]),
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"num_leaves": tune.randint(10, 1000),
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"learning_rate": tune.loguniform(1e-8, 1e-1),
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}
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tuner = tune.Tuner(
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train_breast_cancer if not args.use_cv else train_breast_cancer_cv,
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tune_config=tune.TuneConfig(
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metric="binary_error",
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mode="min",
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num_samples=2,
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scheduler=ASHAScheduler(),
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),
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param_space=config,
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)
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results = tuner.fit()
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print("Best hyperparameters found were: ", results.get_best_result().config)
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