def param_search(self, search_method='grid'):
     '''
     @description: use param search tech to find best param
     @param {type}
     search_method: two options. grid or bayesian optimization
     @return: None
     '''
     if search_method == 'grid':
         logger.info("use grid search")
         self.model = Grid_Train_model(self.model, self.X_train,
                                       self.X_test, self.y_train,
                                       self.y_test)
     elif search_method == 'bayesian':
         logger.info("use bayesian optimization")
         trn_data = lgb.Dataset(data=self.X_train,
                                label=self.y_train,
                                free_raw_data=False)
         tst_data = lgb.Dataset(data=self.X_test,
                                label=self.y_test,
                                free_raw_data=False)
         param = bayes_parameter_opt_lgb(trn_data)
         logger.info("best param", param)
         param['objective'] = 'multiclass'
         param['metric'] = 'auc'
         self.model = lgb.train(param,
                                trn_data,
                                valid_sets=[trn_data, tst_data],
                                verbose_eval=1000,
                                early_stopping_rounds=100)
Beispiel #2
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 def param_search(self, search_method='grid'):
     if search_method == 'grid':
         logger.info('use grid search ... ')
         self.model = grid_train_model(self.model, self.x_train,
                                       self.x_test, self.y_train,
                                       self.y_test)
     elif search_method == 'bayesian':
         logger.info('use bayesian optimization ... ')
         trn_data = lgb.Dataset(data=self.x_train,
                                label=self.y_train,
                                free_raw_data=False)
         param = bayes_parameter_opt_lgb(trn_data)
         logger.info('best param', param)
         return param
Beispiel #3
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 def param_search(self, search_method='grid'):
     '''
     @description: use param search tech to find best param
     @param {type}
     search_method: two options. grid or bayesian optimization
     @return: None
     '''
     if search_method == 'grid':
         logger.info("use grid search")
         self.model = Grid_Train_model(self.model, self.X_train,
                                       self.X_test, self.y_train,
                                       self.y_test)
     elif search_method == 'bayesian':
         logger.info("use bayesian optimization")
         trn_data = lgb.Dataset(data=self.X_train,
                                label=self.y_train,
                                free_raw_data=False)
         param = bayes_parameter_opt_lgb(trn_data)
         logger.info("best param", param)
         return param