GithubHelp home page GithubHelp logo

Tuning LightGBM Models about mlforecast HOT 5 CLOSED

nixtla avatar nixtla commented on August 25, 2024
Tuning LightGBM Models

from mlforecast.

Comments (5)

mergenthaler avatar mergenthaler commented on August 25, 2024

@pst2154, thanks for the issue. I think your message got lost during formating or something.

from mlforecast.

pst2154 avatar pst2154 commented on August 25, 2024

fixed

from mlforecast.

jmoralez avatar jmoralez commented on August 25, 2024

Hi @pst2154. There are a couple of ways you can achieve this:

  1. Using MLForecast.cross_validation. This allows you to evaluate the performance of your model across several validation sets. You can train a single model by setting refit=False, which should speed things up.
  2. Using LightGBMCV. This does something similar but trains several models simultaneously, which allows you to perform early stopping based on the performance across the whole forecasting window. There's an example on how to do this along with trial pruning in the m4-cv notebook.

We suggest using any of these approaches as opposed to just regular methods because otherwise you may find a model that is very good at predicting the next step but doesn't perform as well over your complete forecast horizon.

Please let us know if you have further doubts.

from mlforecast.

pst2154 avatar pst2154 commented on August 25, 2024

Good point, will try that, thanks!

from mlforecast.

jmoralez avatar jmoralez commented on August 25, 2024

We also have this tutorial on cross validation.

from mlforecast.

Related Issues (20)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.