Light GBM

Params to tweak:

  • TODO: add more params and add more opinions
  • boost_from_average=True
    • https://github.com/Microsoft/LightGBM/issues/1913
    • boost_from_average = True means that the very first iteration will be a good default model that matches the base rate. As soon as you start boosting with is_unbalance = True, you’re putting an unfair amount of weight on the minority class, such that a split will occur to reduce error on the minority class even if it disproportionally increases error on the majority class.
  • boosting='dart' for D.A.R.T
  • max_depth