f1_score metric in lightgbm

问题:

I want to train a lgb model with custom metric : f1_score with weighted average.

I went through the advanced examples of lightgbm over here and found the implimentation of custom binary error function. I implemented as similiar functon to return f1_score as shown below.

def f1_metric(preds, train_data):      labels = train_data.get_label()      return 'f1', f1_score(labels, preds, average='weighted'), True 

I tried to train the model by passing feval parameter as f1_metric as shown below.

evals_results = {}  bst = lgb.train(params,                       dtrain,                       valid_sets= [dvalid],                       valid_names=['valid'],                       evals_result=evals_results,                       num_boost_round=num_boost_round,                      early_stopping_rounds=early_stopping_rounds,                      verbose_eval=25,                       feval=f1_metric) 

Then I am getting ValueError: Found input variables with inconsistent numbers of samples:

The training set is being passed to the function rather than the validation set.

How can I configure such that the validation set is passed and f1_score is returned.?

回答1:

The docs are a bit confusing. When describing the signature of the function that you pass to feval, they call its parameters preds and train_data, which is a bit misleading.

But the following seems to work:

from sklearn.metrics import f1_score  def lgb_f1_score(y_hat, data):     y_true = data.get_label()     y_hat = np.round(y_hat) # scikits f1 doesn't like probabilities     return 'f1', f1_score(y_true, y_hat), True  evals_result = {}  clf = lgb.train(param, train_data, valid_sets=[val_data, train_data], valid_names=['val', 'train'], feval=lgb_f1_score, evals_result=evals_result)  lgb.plot_metric(evals_result, metric='f1') 

To use more than one custom metric, define one overall custom metrics function just like above, in which you calculate all metrics and return a list of tuples.

Edit: Fixed code, of course with F1 bigger is better should be set to True.

文章来源: f1_score metric in lightgbm