Update xgb cv to penalize instable training trials

ThomasMeissnerDS · Jul 3, 2023 · 7281e0e · 7281e0e
1 parent 3c16654
commit 7281e0e
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Showing 4 changed files with 3 additions and 3 deletions.
diff --git a/bluecast/config/training_config.py b/bluecast/config/training_config.py
@@ -45,7 +45,7 @@ class XgboostTuneParamsConfig:
     lambda_min: float = 0.0
     lambda_max: float = 10.0
     num_leaves_min: int = 2
-    num_leaves_max: int = 256
+    num_leaves_max: int = 64
     sub_sample_min: float = 0.3
     sub_sample_max: float = 1.0
     col_sample_by_tree_min: float = 0.3
@@ -57,7 +57,7 @@ class XgboostTuneParamsConfig:
     eta_min: float = 0.001
     eta_max: float = 0.3
     steps_min: int = 2
-    steps_max: int = 50000
+    steps_max: int = 1000
     model_verbosity: int = 0
     model_objective: str = "multi:softprob"
     model_eval_metric: str = "mlogloss"

diff --git a/bluecast/ml_modelling/xgboost.py b/bluecast/ml_modelling/xgboost.py
@@ -269,7 +269,7 @@ def objective(trial):
                     shuffle=self.conf_training.shuffle_during_training,
                 )
 
-                return result["test-mlogloss-mean"].mean()
+                return result["test-mlogloss-mean"].mean() + (result["test-mlogloss-mean"].std() ** 0.7)
 
         algorithm = "xgboost"
         sampler = optuna.samplers.TPESampler(

diff --git a/dist/bluecast-0.8-py3-none-any.whl b/dist/bluecast-0.8-py3-none-any.whl
diff --git a/dist/bluecast-0.8.tar.gz b/dist/bluecast-0.8.tar.gz