A light passage for LightGBM. As a non-IT background then decided to… | by Febriani Fitria Rahmawati | Oct, 2020

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Febriani Fitria Rahmawati

As a non-IT background who determined to pursue information science as a profession, I understand there may be a lot information I must broaden and expertise I must leverage, together with writing expertise — explaining ideas in a easy and comprehensible manner whatever the viewers background. Subsequently, I made a decision to begin writing on Medium.

To begin off, this passage will clarify LightGBM. LightGBM stands for gentle Gradient Boosting Machine, let’s attempt to break down the idea by 5W+1H.

What’s Gentle Gradient Boosting Machine?

LightGBM is a gradient boosting framework that makes use of tree primarily based studying algorithm. For my part, tree primarily based algorithm is essentially the most intuitive algorithm as a result of it mimics on how human decide.

It’s 11 am and also you confuse if you’ll want to eat now or later, so making a decision tree. A choice tree encompass the basis node as the basis trigger, department node as the choice node and leaf node as the choice consequence. Picture by the writer.

Earlier than answering the query, first, we have to know what’s boosting and the gradient boosting framework.

Boosting is an ensemble method for creating collections of predictors or the tactic to mix weak learner into sturdy learner to foretell the output. The weak learner right here is every one of many choice tree. It’s weak as a result of it performs poorly in predicting or classifying. To get higher prediction, we mix the weak learner the place every learner will produce a speculation and mix it collectively will create a remaining speculation in predicting the output. Boosting works in a manner that the timber are grown sequentially: every tree is grown utilizing info from beforehand grown timber.

Since we wish to add many weak learners to our mannequin, we would ask how can we all know if our mannequin is optimized? Right here we use gradient boosting the place we apply gradient descent process to search out the optimum mannequin during which the loss operate is minimized.

It means to grasp gradient boosting we have now to grasp gradient descent, loss operate and optimization operate.

A easy gif to ilustrate the gradient descent during which we wish to discover the intecept of a linear regression with the loss operate RMSE. The gradient of the inexperienced line descent till it finds the least quantity of RMSE the place the gradient is near 0. The gif is made by the writer.

Optimization operate is a operate that we utilized to succeed in the target that we would like, on this case minimizing the loss operate. The loss operate will measure how far off is the mannequin from the precise information. If the results of the mannequin or the prediction is manner off, the loss operate will lead to a big quantity. The optimization operate will regularly cut back the loss operate/the error till it converges to a minimal worth. The loss operate that we normally encounter are Root Imply Sq. Error (RMSE) and Imply Absolute Error (MAE) for regression downside and Binary Loss Operate and Cross Entropy Loss for classification downside. Gradient descent imply the gradient will regularly respectable because the loss operate turn into minimzed till the gradient attain restrict to 0.

Again to LightGBM, utilizing the tree primarily based studying algorithm the weak learner will develop sequentially which means that the primary tree that we constructed will learn to match to the goal variable, then the second tree will be taught from the primary tree and in addition learn to match to the residual, the following tree will be taught to scale back the residual and match the residual from the previos tree and it continues till the residual doesn’t change. The gradient of the errors are propagated all through the system and it’s known as level-wise tree development.

Taken from LightGBM documentation illustrating leaf-wise development tree.

What makes the LightGBM totally different from one other gradient boosting algorithm is in XGBoost the expansion of the tree is level-wise whereas CatBoost is suited extra for categorical variables.

Who construct LightGBM?

In 2017 microsoft construct LightGBM as the choice the usage of XGBoost. lightGBM might be utilized in Python, R and C++.

Why do we have to use LightGBM?

As said on the documentation, LightGBM is the advance of gradient boosting algorithm when it comes to effectivity, pace, and supporting the distributed parallel processing and GPU.

LightGBM is appropriate for use if you wish to construct a mannequin with plentiful quantity of information. In case you solely have 100 information it’s higher to make use of different machine studying algorithm as a result of your mannequin may trigger over-fitting.

How one can use LightGBM?

Briefly there are three steps I utilized when I’m utilizing lightGBM:

  1. Put together the coaching and testing information (information preprocessing, exploratory information evaluation, and information encoding for categorical variables)
  2. Select optimization operate to get the tuning parameter. You’ll be able to select grid-search, random-search, bayesian-optimization, and and many others. A number of essential tuning parameters are:
  • learning_rate : the step dimension for every iteration whereas transferring towards a minimal of a loss operate in gradient descent
  • max_depth : the utmost depth of the tree, dealing with overfitting by reducing the tree’s depth
  • min_data_in_lead : the minimal variety of data a leaf might have
  • feature_fraction : fractions of options/paramters that will likely be randomly chosen in every iteration for constructing timber
  • bagging_fraction : specifies the fraction variety of information for use in every iteration to create a brand new dataset
  • lambda : parameter for regulatization to deal with over-fitting and have choice, l1-norm used for lasso regression and l2-norm used for ridge regression
  • min_split_gain : minimal acquire to make the break up in tree

3. Prepare the mannequin, match the mannequin and consider the mannequin

If you’re fascinated about understanding the connection between variables and the goal variables you need to use the feature_importance. Function significance will present you which of them variable play main position in predicting/classifying.

LightGBM is a well-liked boosting algorithm that’s extensively utilized in information science. It may deal with categorical information, quick in efficiency, and develop the tree by leaf-wise sequentially.

To shut this off,

The place can I discover the entire documentation, place to be taught and undertaking examples?

for full documentation : LightGBM

nice tutorial and studying that I got here throughout :

Introduction to Statistical Learning an ideal e book to be taught and it’s free!

An excellent studying explaining the efficiency of XGBoost, LightGBM and CatBoost

An instance of making use of LightGBM in kaggle

Extra about gradient boosting algorithm

For the visible and audio learner, an ideal youtube channel by Prof. Alexander Ihler

Like LightGBM, my writing grows sequentially.

Be happy to drop me feedback should you discover something that may be improved from this piece. Cheers!

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