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[python-package] Allow to pass early stopping min delta in params #6274

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merged 16 commits into from
May 1, 2024
Merged

[python-package] Allow to pass early stopping min delta in params #6274

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c8ae768
[python-package] Allow to pass early stopping min delta in params
borchero Jan 14, 2024
9c9f540
Fix test
borchero Jan 14, 2024
a3f584a
Add separate test
borchero Feb 15, 2024
710cdd8
Merge branch 'master' into early-stopping-rounds
borchero Mar 18, 2024
125e9f5
Fix
borchero Mar 18, 2024
1e734a7
Merge branch 'master' into early-stopping-rounds
borchero Mar 18, 2024
a21c9e3
Add to cpp config
borchero Apr 22, 2024
1e0e3dd
Merge branch 'master' into early-stopping-rounds
borchero Apr 22, 2024
95b6ad7
Adjust test
borchero Apr 23, 2024
fe02801
Adjust test
borchero Apr 23, 2024
ab8af33
Merge branch 'master' into early-stopping-rounds
borchero Apr 23, 2024
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Debug
borchero Apr 25, 2024
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borchero Apr 25, 2024
088cc1c
Merge branch 'master' into early-stopping-rounds
jameslamb Apr 29, 2024
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Apply suggestions from code review
jameslamb Apr 29, 2024
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Merge branch 'master' into early-stopping-rounds
borchero May 1, 2024
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2 changes: 2 additions & 0 deletions python-package/lightgbm/engine.py
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Original file line number Diff line number Diff line change
Expand Up @@ -237,6 +237,7 @@ def train(
callback.early_stopping(
stopping_rounds=params["early_stopping_round"], # type: ignore[arg-type]
first_metric_only=first_metric_only,
min_delta=params.get("early_stopping_min_delta", 0.0),
verbose=_choose_param_value(
main_param_name="verbosity",
params=params,
Expand Down Expand Up @@ -737,6 +738,7 @@ def cv(
callback.early_stopping(
stopping_rounds=params["early_stopping_round"], # type: ignore[arg-type]
first_metric_only=first_metric_only,
min_delta=params.get("early_stopping_min_delta", 0.0),
verbose=_choose_param_value(
main_param_name="verbosity",
params=params,
Expand Down
12 changes: 8 additions & 4 deletions tests/python_package_test/test_engine.py
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Expand Up @@ -981,8 +981,11 @@ def train_fn():
assert bst.best_iteration == 0


@pytest.mark.parametrize('first_metric_only', [True, False])
def test_early_stopping_via_global_params(first_metric_only):
@pytest.mark.parametrize(
('first_metric_only', 'early_stopping_min_delta'),
[(True, 0.0), (True, 1e3), (False, 0.0)]
)
def test_early_stopping_via_global_params(first_metric_only, early_stopping_min_delta):
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X, y = load_breast_cancer(return_X_y=True)
num_trees = 5
params = {
Expand All @@ -991,7 +994,8 @@ def test_early_stopping_via_global_params(first_metric_only):
'metric': 'None',
'verbose': -1,
'early_stopping_round': 2,
'first_metric_only': first_metric_only
'first_metric_only': first_metric_only,
'early_stopping_min_delta': early_stopping_min_delta,
}
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
lgb_train = lgb.Dataset(X_train, y_train)
Expand All @@ -1002,7 +1006,7 @@ def test_early_stopping_via_global_params(first_metric_only):
feval=[decreasing_metric, constant_metric],
valid_sets=lgb_eval,
valid_names=valid_set_name)
if first_metric_only:
if first_metric_only and early_stopping_min_delta == 0:
assert gbm.best_iteration == num_trees
else:
assert gbm.best_iteration == 1
Expand Down