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GBM: support hyperopt #2490

Merged
merged 14 commits into from
Sep 15, 2022
Merged

GBM: support hyperopt #2490

merged 14 commits into from
Sep 15, 2022

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jppgks
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@jppgks jppgks commented Sep 14, 2022

Runs evaluation after every boosting_rounds_per_checkpoint to populate training/validation metrics as required by hyperopt

Mimics as much as possible the ECD train loop logic

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github-actions bot commented Sep 14, 2022

Unit Test Results

         6 files  ±0         6 suites  ±0   3h 0m 37s ⏱️ + 23m 19s
  3 386 tests ±0  3 308 ✔️ ±0    78 💤 ±0  0 ±0 
10 158 runs  ±0  9 901 ✔️ ±0  257 💤 ±0  0 ±0 

Results for commit f25cc53. ± Comparison against base commit 9f46392.

♻️ This comment has been updated with latest results.

booster = self.train_step(
params, lgb_train, eval_sets, eval_names, booster, self.boosting_round_log_frequency, evals_result
)
def check_progress_on_validation(
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Is this function the same as the ECD trainer? If so, we should factor this out, like you've done with append_metrics.

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Not entirely, ECD trainer has additional logic here for reducing learning rate and increasing batch size

@jppgks jppgks merged commit 8ba5c70 into master Sep 15, 2022
@jppgks jppgks deleted the gbm-hyperopt branch September 15, 2022 20:53
tgaddair pushed a commit that referenced this pull request Sep 15, 2022
jppgks pushed a commit that referenced this pull request Sep 15, 2022
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3 participants