Boosting contest: Light vs Extreme
While the performance of the CatBoost model is relatively good, let's try two other flavors of boosting and see which performs better: the "Light" or the "Extreme" approach.
CatBoost is highly recommended when there are categorical features. In this case, all features are numeric, therefore one of the other approaches might produce better results.
As we are building regressors, we'll use an additional parameter, objective
, which specifies the learning function to be used. To apply a squared error, we'll set objective
to 'reg:squarederror'
for XGBoost and 'mean_squared_error'
for LightGBM.
In addition, we'll specify the parameter n_jobs
for XGBoost to improve its computation runtime.
OBS: be careful not to use classifiers, or your session might expire!
Este ejercicio forma parte del curso
Ensemble Methods in Python
Instrucciones del ejercicio
- Build an
XGBRegressor
using the parameters:max_depth = 3
,learning_rate = 0.1
,n_estimators = 100
, andn_jobs=2
. - Build an
LGBMRegressor
using the parameters:max_depth = 3
,learning_rate = 0.1
, andn_estimators = 100
.
Ejercicio interactivo práctico
Prueba este ejercicio y completa el código de muestra.
# Build and fit an XGBoost regressor
reg_xgb = ____.____(____, ____, ____, ____, objective='reg:squarederror', random_state=500)
reg_xgb.fit(X_train, y_train)
# Build and fit a LightGBM regressor
reg_lgb = ____.____(____, ____, ____, objective='mean_squared_error', seed=500)
reg_lgb.fit(X_train, y_train)
# Calculate the predictions and evaluate both regressors
pred_xgb = reg_xgb.predict(X_test)
rmse_xgb = np.sqrt(mean_squared_error(y_test, pred_xgb))
pred_lgb = reg_lgb.predict(X_test)
rmse_lgb = np.sqrt(mean_squared_error(y_test, pred_lgb))
print('Extreme: {:.3f}, Light: {:.3f}'.format(rmse_xgb, rmse_lgb))