Hyperparameter grid
| Hyperparameter | Description | Search space | Model |
|---|---|---|---|
| num_iterations | Number of boosting iterations | Fixed to 100 by the developers to Reduce down the search space to Facilitate efficient optimization Learning_rate hyperparameter is Tuned as a proxy for the effect of Lesser or higher number of trees | 100 |
| feature_fraction | LightGBM will randomly select A subset of features on each Iteration (tree), if feature fraction is smaller than 1.0. For example, if you set it to 0.8, LightGBM will select 80% Of features before training each tree • can be used to speed up training • can be used to deal with over-fitting | 0.3, 0.5, 0.7, 0.9 | 0.3 |
| max_depth* * Important hyperparameter | Limits the max depth of a tree This is used to deal with overfitting when #data is small. Tree Still grows leaf-wise | 2, 4, 8, 10 | 4 |
| learning_rate* * Important hyperparameter | A technique to slow down the Learning by weighting the Corrections by new trees at Every learning iteration | 0.001, 0.01, 0.05, 0.1 | 0.1 |
| min_gain_to_split | Minimal gain to perform | 0.3, 0.5, 0.7 | 0.3 |
| min_data_in_leaf | Minimal number of data in one Leaf. Can be used to deal with over-fitting | 5, 10, 15, 20 | 15 |
| lambda_l1 | L1 regularization | 0.1, 0.3 | 0.3 |
| scale_pos_weight | Weight of labels with positive class | 1.0, 1.5, 1.7 | 1.7 |
| Hyperparameter | Description | Search space | Model |
|---|---|---|---|
| num_iterations | Number of boosting iterations | Fixed to 100 by the developers to | 100 |
| feature_fraction | LightGBM will randomly select | 0.3, 0.5, 0.7, 0.9 | 0.3 |
| max_depth* | Limits the max depth of a tree | 2, 4, 8, 10 | 4 |
| learning_rate* | A technique to slow down the | 0.001, 0.01, 0.05, 0.1 | 0.1 |
| min_gain_to_split | Minimal gain to perform | 0.3, 0.5, 0.7 | 0.3 |
| min_data_in_leaf | Minimal number of data in one | 5, 10, 15, 20 | 15 |
| lambda_l1 | L1 regularization | 0.1, 0.3 | 0.3 |
| scale_pos_weight | Weight of labels with positive | 1.0, 1.5, 1.7 | 1.7 |
Source(s): Authors’ own creation/work
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