From: Jérôme Benoit Date: Mon, 27 Jan 2025 12:29:41 +0000 (+0100) Subject: perf: refine optuna LightGBM model params X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=0d36bc0adcf86f57ce01d2dfaa9e1e7191f5b309;p=freqai-strategies.git perf: refine optuna LightGBM model params Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 19d117f..b7540a4 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -103,7 +103,9 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel): **model_training_parameters, **{ "n_estimators": hp.get("n_estimators"), + "num_leaves": hp.get("num_leaves"), "learning_rate": hp.get("learning_rate"), + "min_child_samples": hp.get("min_child_samples"), "subsample": hp.get("subsample"), "colsample_bytree": hp.get("colsample_bytree"), "reg_alpha": hp.get("reg_alpha"), @@ -220,7 +222,9 @@ def objective(trial, X, y, weights, X_test, y_test, params): study_params = { "objective": "rmse", "n_estimators": trial.suggest_int("n_estimators", 100, 800), + "num_leaves": trial.suggest_int("num_leaves", 20, 3000, step=10), "learning_rate": trial.suggest_float("learning_rate", 1e-3, 0.3, log=True), + "min_child_samples": trial.suggest_int("min_child_samples", 10, 200), "subsample": trial.suggest_float("subsample", 0.6, 1.0), "colsample_bytree": trial.suggest_float("colsample_bytree", 0.6, 1.0), "reg_alpha": trial.suggest_float("reg_alpha", 1e-8, 10.0, log=True),