Machine Learning with LightGBM and Python

5

LightGBM Parameter Optimization with Optuna

Previous chapters have discussed the LightGBM hyperparameters and their effect on building models. A fundamental problem when building a new model is finding the optimal hyperparameters to achieve the best performance.

This chapter focuses on the parameter optimization process using a framework called Optuna. Different optimization algorithms are discussed alongside the pruning of the hyperparameter space. A practical example shows how to apply Optuna to find optimal parameters for LightGBM. Advanced use cases for Optuna are also shown.

The chapter’s main topics are as follows:

• Optuna and optimization algorithms
• Optimizing LightGBM with Optuna

Technical requirements

The chapter includes examples ...