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October 26, 2017

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Hi, I'm David. A data scientist from Spain. I'm starting to test lightgbm in mi models at work.

I modified that script to use Microsoft's lightgbm and test three different training parameters to test Bias-Variance tradeoff, such as nrounds, num_leaves and feature_fraction. I also add cv to choose best nround with the specific parameters of each sample. Finally, I add mse calculation too.

Please, feel free to tell me if you see any bug or any kind of problem about this script.

I'll continue to improve this code in the future if I have time.

Regards,

David.

https://gist.github.com/demillan/0b7754edcacf5020b400b5c8e0ed10a3

Thanks for sharing the code, David!

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