LRBoost is a scikit-learn compatible approach to performing linear residual based stacking/boosting.

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Deep Learning lrboost
Overview

Documentation Status

LRBoost is a sckit-learn compatible package for linear residual boosting. LRBoost combines a linear estimator and a non-linear estimator to leverage the strengths of both models. We're just getting started but plan to build this out as much as possible for our own use and that of the community. This very basic functionality comes standardish for LightGBM, but we used all sorts of different flavors of this approach so much we wanted to make something useful.

  • LRBoostRegressor can be used like any other sklearn estimator and is built off a sklearn template.
  • .predict() returns an array-like of final predictions
  • .predict_detail() returns a dictionary with the linear, non-linear, and final predictions.
from sklearn.datasets import load_iris
from lrboost import LRBoostRegressor
X, y = load_iris(return_X_y=True)
lrb = LRBoostRegressor().fit(X, y)
predictions = lrb.predict(X)
detailed_predictions = lrb.predict_detail(X)

print(lrb.primary_model.score(X, y))
print(lrb.score(X, y))

>>> 0.9300877432471795
>>> 0.976761983106908

More detailed documentation can be found here!

Andrew Patton & Kostya Medvedovsky

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Comments
  • Add option to auto-scale features in primary/linear model.

    Add option to auto-scale features in primary/linear model.

    Want to be able to have the linear model scale features entirely under the hood. Functionality similar to the below, would store the fitted scaler as well in the class.

    LGBRegressor().fit(X, y, scale_primary=True)

    LGBRegressor().fit(X, y, primary_scaler=MinMaxScaler())

    opened by anpatton 0
  • Default GBDT needs HP tuning grid

    Default GBDT needs HP tuning grid

    Want to be able to have a sensible default grid for HP tuning for examples and better OOB functionality. Something like this that could then be passed to the tuner function.

    from lrboost.utils import default_gbdt_hp_grid

    opened by anpatton 0
Owner
Andrew Patton
Andrew Patton
GitHub
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