[c++] Add CPU version of standard R-squared metric (#7008)
Add R-squared metric, documentation, and tests
Fix static ci checks: correct Sklearn r2_score URL link, fix cpp linting errors
Replace non-static data members from pragma reduction with variables
Update src/metric/metric.cpp
Add additional asserts, remove needless y.copy()
Add back y.copy()
Co-authored-by: James Lamb jaylamb20@gmail.com Co-authored-by: Nikita Titov nekit94-08@mail.ru
Light Gradient Boosting Machine
LightGBM is a gradient boosting framework that uses tree based learning algorithms. It is designed to be distributed and efficient with the following advantages:
For further details, please refer to Features.
Benefiting from these advantages, LightGBM is being widely-used in many winning solutions of machine learning competitions.
Comparison experiments on public datasets show that LightGBM can outperform existing boosting frameworks on both efficiency and accuracy, with significantly lower memory consumption. What’s more, distributed learning experiments show that LightGBM can achieve a linear speed-up by using multiple machines for training in specific settings.
Get Started and Documentation
Our primary documentation is at https://lightgbm.readthedocs.io/ and is generated from this repository. If you are new to LightGBM, follow the installation instructions on that site.
Next you may want to read:
Documentation for contributors:
News
Please refer to changelogs at GitHub releases page.
External (Unofficial) Repositories
Projects listed here offer alternative ways to use LightGBM. They are not maintained or officially endorsed by the
LightGBMdevelopment team.JPMML (Java PMML converter): https://github.com/jpmml/jpmml-lightgbm
Nyoka (Python PMML converter): https://github.com/SoftwareAG/nyoka
Treelite (model compiler for efficient deployment): https://github.com/dmlc/treelite
lleaves (LLVM-based model compiler for efficient inference): https://github.com/siboehm/lleaves
Hummingbird (model compiler into tensor computations): https://github.com/microsoft/hummingbird
GBNet (use
LightGBMas a PyTorch Module): https://github.com/mthorrell/gbnetcuML Forest Inference Library (GPU-accelerated inference): https://github.com/rapidsai/cuml
daal4py (Intel CPU-accelerated inference): https://github.com/intel/scikit-learn-intelex/tree/master/daal4py
m2cgen (model appliers for various languages): https://github.com/BayesWitnesses/m2cgen
leaves (Go model applier): https://github.com/dmitryikh/leaves
ONNXMLTools (ONNX converter): https://github.com/onnx/onnxmltools
SHAP (model output explainer): https://github.com/slundberg/shap
Shapash (model visualization and interpretation): https://github.com/MAIF/shapash
dtreeviz (decision tree visualization and model interpretation): https://github.com/parrt/dtreeviz
supertree (interactive visualization of decision trees): https://github.com/mljar/supertree
SynapseML (LightGBM on Spark): https://github.com/microsoft/SynapseML
Kubeflow Fairing (LightGBM on Kubernetes): https://github.com/kubeflow/fairing
Kubeflow Operator (LightGBM on Kubernetes): https://github.com/kubeflow/xgboost-operator
lightgbm_ray (LightGBM on Ray): https://github.com/ray-project/lightgbm_ray
Ray (distributed computing framework): https://github.com/ray-project/ray
Mars (LightGBM on Mars): https://github.com/mars-project/mars
ML.NET (.NET/C#-package): https://github.com/dotnet/machinelearning
LightGBM.NET (.NET/C#-package): https://github.com/rca22/LightGBM.Net
LightGBM Ruby (Ruby gem): https://github.com/ankane/lightgbm-ruby
LightGBM4j (Java high-level binding): https://github.com/metarank/lightgbm4j
LightGBM4J (JVM interface for LightGBM written in Scala): https://github.com/seek-oss/lightgbm4j
Julia-package: https://github.com/IQVIA-ML/LightGBM.jl
lightgbm3 (Rust binding): https://github.com/Mottl/lightgbm3-rs
MLServer (inference server for LightGBM): https://github.com/SeldonIO/MLServer
MLflow (experiment tracking, model monitoring framework): https://github.com/mlflow/mlflow
FLAML (AutoML library for hyperparameter optimization): https://github.com/microsoft/FLAML
MLJAR AutoML (AutoML on tabular data): https://github.com/mljar/mljar-supervised
Optuna (hyperparameter optimization framework): https://github.com/optuna/optuna
LightGBMLSS (probabilistic modelling with LightGBM): https://github.com/StatMixedML/LightGBMLSS
mlforecast (time series forecasting with LightGBM): https://github.com/Nixtla/mlforecast
skforecast (time series forecasting with LightGBM): https://github.com/JoaquinAmatRodrigo/skforecast
{bonsai}(R{parsnip}-compliant interface): https://github.com/tidymodels/bonsai{mlr3extralearners}(R{mlr3}-compliant interface): https://github.com/mlr-org/mlr3extralearnerslightgbm-transform (feature transformation binding): https://github.com/microsoft/lightgbm-transform
postgresml(LightGBM training and prediction in SQL, via a Postgres extension): https://github.com/postgresml/postgresmlpyodide(runlightgbmPython-package in a web browser): https://github.com/pyodide/pyodidevaex-ml(Python DataFrame library with its own interface to LightGBM): https://github.com/vaexio/vaexSupport
lightgbmtag, we monitor this for new questions.How to Contribute
Check CONTRIBUTING page.
Microsoft Open Source Code of Conduct
This project has adopted the Microsoft Open Source Code of Conduct. For more information see the Code of Conduct FAQ or contact opencode@microsoft.com with any additional questions or comments.
Reference Papers
Yu Shi, Guolin Ke, Zhuoming Chen, Shuxin Zheng, Tie-Yan Liu. “Quantized Training of Gradient Boosting Decision Trees” (link). Advances in Neural Information Processing Systems 35 (NeurIPS 2022), pp. 18822-18833.
Guolin Ke, Qi Meng, Thomas Finley, Taifeng Wang, Wei Chen, Weidong Ma, Qiwei Ye, Tie-Yan Liu. “LightGBM: A Highly Efficient Gradient Boosting Decision Tree“. Advances in Neural Information Processing Systems 30 (NIPS 2017), pp. 3149-3157.
Qi Meng, Guolin Ke, Taifeng Wang, Wei Chen, Qiwei Ye, Zhi-Ming Ma, Tie-Yan Liu. “A Communication-Efficient Parallel Algorithm for Decision Tree“. Advances in Neural Information Processing Systems 29 (NIPS 2016), pp. 1279-1287.
Huan Zhang, Si Si and Cho-Jui Hsieh. “GPU Acceleration for Large-scale Tree Boosting“. SysML Conference, 2018.
License
This project is licensed under the terms of the MIT license. See LICENSE for additional details.