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microGBT

microGBT is a minimalistic (606 LOC) Gradient Boosting Trees implementation in C++11 following xgboost's paper, i.e., the tree building process is based on the gradient and Hessian vectors (Newton-Raphson method).

A minimalist Python API is available using pybind11. To use it,

import microgbtpy

params = {
    "gamma": 0.1,
    "lambda": 1.0,
    "max_depth": 4.0,
    "shrinkage_rate": 1.0,
    "min_split_gain": 0.1,
    "learning_rate": 0.1,
    "min_tree_size": 3,
    "num_boosting_rounds": 100.0,
    "metric": 0.0
}

gbt = microgbtpy.GBT(params)

# Training
gbt.train(X_train, y_train, X_valid, y_valid, num_iters, early_stopping_rounds)

# Predict
y_pred = gbt.predict(x, gbt.best_iteration())

Goals

The main goal of the project is to be educational and provide a minimalistic codebase that allows experimentation with Gradient Boosting Trees.

Features

Currently, the following loss functions are supported:

  • Logistic loss for binary classification, logloss.h
  • Root Mean Squared Error (RMSE) for regression, rmse.h

Set the parameter metric to 0.0 and 1.0 for logistic regression and RMSE, respectively.

Installation

To install locally

pip install git+https://github.com/zouzias/microgbt.git

Then, follow the instructions to run the titanic classification dataset.

Development (docker)

git clone https://github.com/zouzias/microgbt.git
cd microgbt
docker-compose build microgbt
docker-compose run microgbt
./runBuild

Binary Classification (Titanic)

A binary classification example using the Titanic dataset. Run

cd examples/
./test-titanic.py

the output should include

              precision    recall  f1-score   support

           0       0.75      0.96      0.84        78
           1       0.91      0.55      0.69        56

   micro avg       0.79      0.79      0.79       134
   macro avg       0.83      0.76      0.77       134
weighted avg       0.82      0.79      0.78       134
`

Regression Example (Lightgbm)

To run the LightGBM regression example, type

cd examples/
./test-lightgbm-example.py

the output should end with

2019-05-19 22:54:04,825 - __main__ - INFO - *************[Testing]*************
2019-05-19 22:54:04,825 - __main__ - INFO - ******************************
2019-05-19 22:54:04,825 - __main__ - INFO - * [Testing]RMSE=0.447120
2019-05-19 22:54:04,826 - __main__ - INFO - * [Testing]R^2-Score=0.194094
2019-05-19 22:54:04,826 - __main__ - INFO - ******************************