LightGBM Parameter Optimization with Optuna
Previous chapters have discussed the LightGBM hyperparameters and their effect on building models. A fundamental problem when building a new model is finding the optimal hyperparameters to achieve the best performance.
This chapter focuses on the parameter optimization process using a framework called Optuna. Different optimization algorithms are discussed alongside the pruning of the hyperparameter space. A practical example shows how to apply Optuna to find optimal parameters for LightGBM. Advanced use cases for Optuna are also shown.
The chapter’s main topics are as follows:
- Optuna and optimization algorithms
- Optimizing LightGBM with Optuna
