Regression '''''''''''''''''''''''''' The ``hgboost`` method consists 3 **regression** methods: ``xgboost_reg``, ``catboost_reg``, ``lightboost_reg``. Each algorithm provides hyperparameters that must very likely be tuned for a specific dataset. Although there are many hyperparameters to tune, some are more important the others. The parameters used in ``hgboost`` are lised below: Parameters * The number of trees or estimators. * The learning rate. * The row and column sampling rate for stochastic models. * The maximum tree depth. * The minimum tree weight. * The regularization terms alpha and lambda. xgboost --------- The specific list of parameters used for xgboost: :func:`hgboost.hgboost.hgboost.xgboost_reg` .. code:: python # Parameters: 'learning_rate' : hp.quniform('learning_rate', 0.05, 0.31, 0.05) 'max_depth' : hp.choice('max_depth', np.arange(5, 30, 1, dtype=int)) 'min_child_weight' : hp.choice('min_child_weight', np.arange(1, 10, 1, dtype=int)) 'gamma' : hp.choice('gamma', [0, 0.25, 0.5, 1.0]) 'reg_lambda' : hp.choice('reg_lambda', [0.1, 1.0, 5.0, 10.0, 50.0, 100.0]) 'subsample' : hp.uniform('subsample', 0.5, 1) 'n_estimators' : hp.choice('n_estimators', range(20, 205, 5)) 'early_stopping_rounds' : 25 catboost ------------- The specific list of parameters used for catboost: :func:`hgboost.hgboost.hgboost.catboost_reg` .. code:: python 'learning_rate' : hp.quniform('learning_rate', 0.05, 0.31, 0.05), 'max_depth' : hp.choice('max_depth', np.arange(2, 16, 1, dtype=int)), 'colsample_bylevel' : hp.choice('colsample_bylevel', np.arange(0.3, 0.8, 0.1)), 'n_estimators' : hp.choice('n_estimators', range(20, 205, 5)), 'early_stopping_rounds' : 10 lightboost -------------------------- The specific list of parameters used for lightboost: :func:`hgboost.hgboost.hgboost.lightboost_reg` .. code:: python # Parameters: 'learning_rate' : hp.quniform('learning_rate', 0.05, 0.31, 0.05), 'max_depth' : hp.choice('max_depth', np.arange(5, 30, 1, dtype=int)), 'min_child_weight' : hp.choice('min_child_weight', np.arange(1, 8, 1, dtype=int)), 'subsample' : hp.uniform('subsample', 0.8, 1), 'n_estimators' : hp.choice('n_estimators', range(20, 205, 5)), 'eval_metric' : 'l2' 'early_stopping_rounds' : 25 .. include:: add_bottom.add