scikit-learn API
import lightgbm as lgb
clf = lgb.LGBMClassifier(
objective="binary", learning_rate=0.05, n_estimators=10000,
num_leaves=31, max_depth=-1, min_child_samples=50,
subsample=0.8, subsample_freq=1, colsample_bytree=0.8,
reg_lambda=1.0, reg_alpha=0.0, min_split_gain=0.0,
max_bin=255, random_state=0, n_jobs=-1, verbose=-1)
clf.fit(X_tr, y_tr, eval_set=[(X_va, y_va)], eval_metric=["auc", "binary_logloss"],
callbacks=[lgb.early_stopping(200, first_metric_only=True), lgb.log_evaluation(100)])
print(clf.best_iteration_, clf.best_score_)
proba = clf.predict_proba(X_te, num_iteration=clf.best_iteration_)[:, 1]LightGBM >= 4.7 prefers eval_X= / eval_y= over eval_set= in the scikit-learn API (eval_set still works
with a deprecation warning). With early stopping, predictions use the best iteration automatically.
Native API
dtrain = lgb.Dataset(X_tr, y_tr, categorical_feature=cat_cols, free_raw_data=False)
dvalid = lgb.Dataset(X_va, y_va, reference=dtrain)
booster = lgb.train(params, dtrain, num_boost_round=10000, valid_sets=[dtrain, dvalid],
valid_names=["train", "valid"],
callbacks=[lgb.early_stopping(200), lgb.log_evaluation(100)])
cv = lgb.cv(params, dtrain, num_boost_round=10000, nfold=5, stratified=True, seed=0,
callbacks=[lgb.early_stopping(200)]) # returns mean/stdv per roundKey parameters
| Parameter | Effect |
|---|---|
num_leaves | main capacity knob (leaf-wise growth) |
max_depth | cap depth (-1 = no limit); set when num_leaves is large to avoid very deep trees |
min_child_samples (min_data_in_leaf) | minimum rows per leaf: the most important regulariser on small data |
min_sum_hessian_in_leaf | minimum hessian; matters for skewed probabilities |
subsample + subsample_freq | bagging; subsample_freq=0 disables it even if subsample < 1 |
colsample_bytree / feature_fraction_bynode | feature sampling per tree / per node |
reg_lambda, reg_alpha | L2 / L1 on leaf values |
min_split_gain | minimum loss reduction to split |
cat_smooth, min_data_per_group, max_cat_threshold, cat_l2 | categorical split regularisation |
is_unbalance / scale_pos_weight | class weighting (one or the other) |
boosting_type | "gbdt" default; "dart" (dropout; no early stopping), "rf" |
linear_tree | linear models in leaves (smooth extrapolation) |
extra_trees | random thresholds: extra regularisation |
path_smooth | smooths leaf values toward the parent |
deterministic=True + force_row_wise=True | reproducibility across runs |
Categoricals
Pass pandas category columns (automatic) or categorical_feature=[...]. Category codes must be identical
between training and prediction: store the categories. High-cardinality categoricals overfit; raise
cat_smooth and min_data_per_group or switch to target/frequency encoding.
Objectives and metrics
binary, multiclass (num_class), regression, regression_l1, huber, quantile (alpha),
poisson, gamma, tweedie (tweedie_variance_power), lambdarank / rank_xendcg (ranking),
cross_entropy. Metrics: auc, average_precision, binary_logloss, multi_logloss, l1, l2, rmse,
ndcg (eval_at), map.
Common problems
| Problem | Fix |
|---|---|
[Warning] No further splits with positive gain | trees cannot split: lower min_child_samples, check features |
| Overfits fast (best iteration < 50) | lower learning rate, raise min_child_samples, lower num_leaves |
| Results differ run to run | random_state, deterministic=True, fixed n_jobs |
| Validation metric worse than expected after reload | predict with the saved best iteration; same category mapping |
| Memory blow-up | lower max_bin, colsample_bytree, construct Dataset once |
anomaly-detection-model-builder
Build and evaluate anomaly detection for tabular, sensor and transaction data with few or no labels: define the anomaly type (point, contextual, collective), choose detectors (robust z-score/MAD and IQR rules, Mahalanobis with robust covariance, k-NN distance, LOF, Isolation Forest, one-class SVM, PCA reconstruction / autoencoders, forecasting residuals for time series), combine them by rank, explain each alert by its deviating features, set thresholds from an alert budget or the score distribution, and evaluate with precision@k, PR-AUC and recall on known incidents, or detector agreement when no labels exist. Includes pure-Python detectors (robust z, Mahalanobis, kNN, Isolation Forest, ensemble) and an evaluation script.
catboost-model-builder
Build CatBoost models that use its strengths correctly: raw categorical columns as cat_features (ordered target statistics, no manual encoding), text_features, Pool construction with NaN-safe categories, ordered boosting and has_time for temporal data, symmetric (oblivious) trees, overfitting detector with eval_set and use_best_model, losses for classification, regression (Quantile, Poisson, Tweedie) and ranking (YetiRank), class weights, monotone constraints, feature importance (PredictionValuesChange, LossFunctionChange) and SHAP values, GPU training and model export. Plans cat/text/numeric columns from a CSV and generates a runnable training script, and checks parameter sets for the conflicts CatBoost rejects (iterations vs n_estimators, Bayesian bootstrap with subsample, multiple class-weight options, depth > 16, use_best_model without eval_set).
categorical-encoding-selector
Choose and implement the right encoding for every categorical column given the model family and the data: one-hot (with infrequent-level grouping and handle_unknown), ordinal with an explicit order, cross-fitted target encoding (scikit-learn TargetEncoder, CatBoost ordered statistics, category_encoders inside CV), frequency/count encoding, feature hashing, native categorical support in LightGBM, HistGradientBoosting, XGBoost and CatBoost, prefix levels for codes (zip3, NAICS-2), and embeddings. Measures cardinality, rare-level share, unseen-level rate on a time-ordered holdout and target signal per column, emits the ColumnTransformer, and quantifies target-encoding leakage (in-sample vs out-of-fold vs holdout AUC).
classification-model-selector
Choose the right classification algorithm for tabular, text or mixed data and prove the choice with a fair bake-off: logistic regression (L2, L1, elastic net), linear SVM, naive Bayes, k-NN, RBF SVM, decision trees, random forest, extra trees, HistGradientBoosting, LightGBM, XGBoost, CatBoost, explainable boosting machines (EBM/GAM), points scorecards and MLPs, matched to data size, width, categorical and high-cardinality share, missingness, class imbalance, text, and constraints such as interpretability, monotonic constraints, calibrated probabilities, latency budgets and tiny deployable models. Ranks candidates with starting hyperparameters and cautions, then generates a bake-off script running every candidate on identical CV folds with per-fold metrics, fit time and prediction latency.
clustering-algorithm-selector
Choose the right clustering algorithm and check that clustering makes sense at all: cluster tendency (Hopkins statistic with a correlated-features caveat, nearest-neighbour isolation), then k-means / MiniBatchKMeans, Gaussian mixtures with BIC, agglomerative (Ward, average, complete, single) with dendrograms, DBSCAN, HDBSCAN, OPTICS, spectral clustering, BIRCH, mean shift, k-prototypes and k-modes for mixed or categorical data, and Gower distance, matched to data size, expected shapes, noise, varying density, known k, soft memberships, hierarchy and streaming. Covers preprocessing (scaling, encoding, dimensionality, distance metrics), validation (internal indices, bootstrap stability, external labels, business profiling) and assigning new points.
collaborative-filtering-implementer
Implement collaborative filtering recommenders that beat popularity: item-based kNN with cosine, Jaccard or asymmetric similarity, shrinkage, neighbourhood size, positive-only or mean-centred rating signals and 'because you liked X' explanations; implicit ALS with confidence weighting, BPR pairwise ranking and the closed-form EASE model in plain NumPy, tuned on a temporal validation split by recall@k and NDCG@k and refit on all data; plus user-kNN, explicit matrix factorisation, the implicit/LightFM libraries, hyperparameter ranges, cold-start fallbacks, scaling with sparse matrices and approximate nearest neighbours. Produces top-k lists in the format of the recommendation evaluator.