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Update lightgbm with metric parameter #326
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Thanks for raising awareness to this issue? Can you please be a bit more specific? There is a huge amount of learners in this package and I don't know all of them in detail, so your help would be much appreciated here :) |
I believe the OP means this: https://lightgbm.readthedocs.io/en/latest/Parameters.html#metric-parameters In the native LightGBM API, you can set your evaluation metric (MSE, MAE, etc.) alongside the main objective type (regression, classification etc.). E.g. if you have skewed data, you might want to set |
Thanks for clarifying! So essentially just the metric parameter is missing from the parameter set? |
I'm sorry I didn't see your reply before.
The current |
Of course, the method I added is pretty crude, because this parameter is only used in extreme cases. However, at the moment of model customization, I feel that if you can pass some parameters from the global variables to the encapsulated learner (if the parameter is not encapsulated, or some other case below), then you can solve the problem in the mlr3 framework (such as using mlr3 for convenient hyperparameter tuning). You can get the same flexibility as using the original learner.
See below for some special cases:
This is really tricky, and I understand that this is different from mlr3's philosophy, but what I am saying is that it would be better if you could pass parameters from the global environment instead of having to wrap them all yourself(For example, xgboost has been upgraded to version 2.0, and some of the previous parameters are replaced by new ones. If we had global parameter passing, there would be no need to update!) .) . |
@Vinnish-A sorry I don't completely understand what you are trying to say. However, while the |
Also note that in principle early stopping / validation is supported and exposed through the |
Algorithm
lightgbm
Package
lightgbm
Non-Supported parameter
It is strange to see that in lightgbm.regr.R there is
metric parametersin whichmetric_freqcan be found while the parametermetrichasn't been supported.The text was updated successfully, but these errors were encountered: