R: Main CV logic for LightGBM

lgb.cv {lightgbm} | R Documentation

## Main CV logic for LightGBM

### Description

Cross validation logic used by LightGBM

### Usage

    lgb.cv(params = list(), data, nrounds = 10, nfold = 3, label = NULL,
      weight = NULL, obj = NULL, eval = NULL, verbose = 1, record = TRUE,
      eval_freq = 1L, showsd = TRUE, stratified = TRUE, folds = NULL,
      init_model = NULL, colnames = NULL, categorical_feature = NULL,
      early_stopping_rounds = NULL, callbacks = list(), ...)

### Arguments

`params` | List of parameters
`data` | a `lgb.Dataset` object, used for training
`nrounds` | number of training rounds
`nfold` | the original dataset is randomly partitioned into `nfold` equal size subsamples.
`label` | vector of response values. Should be provided only when data is an R-matrix.
`weight` | vector of response values. If not NULL, will set to dataset
`obj` | objective function, can be character or custom objective function. Examples include `regression`, `regression_l1`, `huber`, `binary`, `lambdarank`, `multiclass`, `multiclass`
`eval` | evaluation function, can be (list of) character or custom eval function
`verbose` | verbosity for output, if <= 0, also will disable the print of evaluation during training
`record` | Boolean, TRUE will record iteration message to `booster$record_evals`
`eval_freq` | evaluation output frequency, only effect when verbose > 0
`showsd` | `boolean`, whether to show standard deviation of cross validation
`stratified` | a `boolean` indicating whether sampling of folds should be stratified by the values of outcome labels.
`folds` | `list` provides a possibility to use a list of pre-defined CV folds (each element must be a vector of test fold's indices). When folds are supplied, the `nfold` and `stratified` parameters are ignored.
`init_model` | path of model file of `lgb.Booster` object, will continue training from this model
`colnames` | feature names, if not null, will use this to overwrite the names in dataset
`categorical_feature` | list of str or int type int represents index, type str represents feature names
`early_stopping_rounds` | int Activates early stopping. Requires at least one validation data and one metric If there's more than one, will check all of them except the training data Returns the model with (best_iter + early_stopping_rounds) If early stopping occurs, the model will have 'best_iter' field
`callbacks` | list of callback functions List of callback functions that are applied at each iteration.
`...` | other parameters, see Parameters.rst for more information. A few key parameters: boostingBoosting type. `"gbdt"` or `"dart"` num_leavesnumber of leaves in one tree. defaults to 127 max_depthLimit the max depth for tree model. This is used to deal with overfit when #data is small. Tree still grow by leaf-wise. num_threadsNumber of threads for LightGBM. For the best speed, set this to the number of real CPU cores, not the number of threads (most CPU using hyper-threading to generate 2 threads per CPU core).

### Value

a trained model `lgb.CVBooster`.

### Examples

    library(lightgbm)
    data(agaricus.train, package = "lightgbm")
    train <- agaricus.train
    dtrain <- lgb.Dataset(train$data, label = train$label)
    params <- list(objective = "regression", metric = "l2")
    model <- lgb.cv(params,
                    dtrain,
                    10,
                    nfold = 5,
                    min_data = 1,
                    learning_rate = 1,
                    early_stopping_rounds = 10)

[Package lightgbm version 2.2.2 Index]