Early stopping with mmlspark LightGBMClassifier












0















I have successfully been able to train an xgboost model using early stopping against an "eval_set" in Python.  I am now trying to do the same but with LightGBM in pyspark.  



This works in Python:



model = xgb.XGBClassifier(learning_rate = 0.05, n_estimators=2000)
eval_set  = [(X_test, Y_test)]
model.fit(X_train, Y_train, eval_set=eval_set, eval_metric="auc", early_stopping_rounds=50, verbose = True)


In pyspark (Databricks), I created a dataset that contains a features column and a labels column that are required in the mmlspark library.  I got this to work:



from mmlspark import LightGBMClassifier model =
LightGBMClassifier(featuresCol = 'features', labelCol = 'label',
learningRate = 0.05, numIterations = 100) model.fit(train)


Can one get early stopping to work in the LightGBMClassifier library against an evaluation test set?










share|improve this question























  • I've just deleted my answer, it seems that I slightly misunderstood your question; that is why I've presented earlyStoppingRound=50 to add only. Of course, you need an eval set for early stopping... I just went searching for an answer but it seems LightGBM version of pyspark is currently uses a subset of features of original LightGBM, it is being updated part by part. There are discussions on that on GitHub and other forums; but I could not find a solution for that. Good luck!

    – Ugur MULUK
    Nov 23 '18 at 11:14
















0















I have successfully been able to train an xgboost model using early stopping against an "eval_set" in Python.  I am now trying to do the same but with LightGBM in pyspark.  



This works in Python:



model = xgb.XGBClassifier(learning_rate = 0.05, n_estimators=2000)
eval_set  = [(X_test, Y_test)]
model.fit(X_train, Y_train, eval_set=eval_set, eval_metric="auc", early_stopping_rounds=50, verbose = True)


In pyspark (Databricks), I created a dataset that contains a features column and a labels column that are required in the mmlspark library.  I got this to work:



from mmlspark import LightGBMClassifier model =
LightGBMClassifier(featuresCol = 'features', labelCol = 'label',
learningRate = 0.05, numIterations = 100) model.fit(train)


Can one get early stopping to work in the LightGBMClassifier library against an evaluation test set?










share|improve this question























  • I've just deleted my answer, it seems that I slightly misunderstood your question; that is why I've presented earlyStoppingRound=50 to add only. Of course, you need an eval set for early stopping... I just went searching for an answer but it seems LightGBM version of pyspark is currently uses a subset of features of original LightGBM, it is being updated part by part. There are discussions on that on GitHub and other forums; but I could not find a solution for that. Good luck!

    – Ugur MULUK
    Nov 23 '18 at 11:14














0












0








0








I have successfully been able to train an xgboost model using early stopping against an "eval_set" in Python.  I am now trying to do the same but with LightGBM in pyspark.  



This works in Python:



model = xgb.XGBClassifier(learning_rate = 0.05, n_estimators=2000)
eval_set  = [(X_test, Y_test)]
model.fit(X_train, Y_train, eval_set=eval_set, eval_metric="auc", early_stopping_rounds=50, verbose = True)


In pyspark (Databricks), I created a dataset that contains a features column and a labels column that are required in the mmlspark library.  I got this to work:



from mmlspark import LightGBMClassifier model =
LightGBMClassifier(featuresCol = 'features', labelCol = 'label',
learningRate = 0.05, numIterations = 100) model.fit(train)


Can one get early stopping to work in the LightGBMClassifier library against an evaluation test set?










share|improve this question














I have successfully been able to train an xgboost model using early stopping against an "eval_set" in Python.  I am now trying to do the same but with LightGBM in pyspark.  



This works in Python:



model = xgb.XGBClassifier(learning_rate = 0.05, n_estimators=2000)
eval_set  = [(X_test, Y_test)]
model.fit(X_train, Y_train, eval_set=eval_set, eval_metric="auc", early_stopping_rounds=50, verbose = True)


In pyspark (Databricks), I created a dataset that contains a features column and a labels column that are required in the mmlspark library.  I got this to work:



from mmlspark import LightGBMClassifier model =
LightGBMClassifier(featuresCol = 'features', labelCol = 'label',
learningRate = 0.05, numIterations = 100) model.fit(train)


Can one get early stopping to work in the LightGBMClassifier library against an evaluation test set?







pyspark lightgbm






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asked Nov 21 '18 at 14:59









GivenXGivenX

122112




122112













  • I've just deleted my answer, it seems that I slightly misunderstood your question; that is why I've presented earlyStoppingRound=50 to add only. Of course, you need an eval set for early stopping... I just went searching for an answer but it seems LightGBM version of pyspark is currently uses a subset of features of original LightGBM, it is being updated part by part. There are discussions on that on GitHub and other forums; but I could not find a solution for that. Good luck!

    – Ugur MULUK
    Nov 23 '18 at 11:14



















  • I've just deleted my answer, it seems that I slightly misunderstood your question; that is why I've presented earlyStoppingRound=50 to add only. Of course, you need an eval set for early stopping... I just went searching for an answer but it seems LightGBM version of pyspark is currently uses a subset of features of original LightGBM, it is being updated part by part. There are discussions on that on GitHub and other forums; but I could not find a solution for that. Good luck!

    – Ugur MULUK
    Nov 23 '18 at 11:14

















I've just deleted my answer, it seems that I slightly misunderstood your question; that is why I've presented earlyStoppingRound=50 to add only. Of course, you need an eval set for early stopping... I just went searching for an answer but it seems LightGBM version of pyspark is currently uses a subset of features of original LightGBM, it is being updated part by part. There are discussions on that on GitHub and other forums; but I could not find a solution for that. Good luck!

– Ugur MULUK
Nov 23 '18 at 11:14





I've just deleted my answer, it seems that I slightly misunderstood your question; that is why I've presented earlyStoppingRound=50 to add only. Of course, you need an eval set for early stopping... I just went searching for an answer but it seems LightGBM version of pyspark is currently uses a subset of features of original LightGBM, it is being updated part by part. There are discussions on that on GitHub and other forums; but I could not find a solution for that. Good luck!

– Ugur MULUK
Nov 23 '18 at 11:14












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