From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Mon, 27 Jan 2025 12:39:11 +0000 (+0100)
Subject: refactor: ensure metric rmse is used as LightGBM optuna metric
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=251ec1ad2566374f2770a1279c85d77d66a6d00a;p=freqai-strategies.git

refactor: ensure metric rmse is used as LightGBM optuna metric

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index b7540a4..5fe43c6 100644
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -243,6 +243,7 @@ def objective(trial, X, y, weights, X_test, y_test, params):
         y,
         sample_weight=weights,
         eval_set=[(X_test, y_test)],
+        eval_metric="rmse",
         callbacks=[optuna.integration.LightGBMPruningCallback(trial, "rmse")],
     )
     y_pred = model.predict(X_test)