microsoft/qlib

Upgrading lightGBM API usage

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#904 opened on Jan 31, 2022

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Description

🐛 Bug Description

The current usage of lightGBM API is deprecated. image

  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:177: UserWarning: Found `n_estimators` in params. Will use it instead of argument
    _log_warning(f"Found `{alias}` in params. Will use it instead of argument")
  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:181: UserWarning: 'early_stopping_rounds' argument is deprecated and will be removed in a future release of LightGBM. Pass 'early_stopping()'
  callback via 'callbacks' argument instead.                                                                                                                                                                                             _log_warning("'early_stopping_rounds' argument is deprecated and will be removed in a future release of LightGBM. "
  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:239: UserWarning: 'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. Pass 'log_evaluation()' callback
  via 'callbacks' argument instead.
    _log_warning("'verbose_eval' argument is deprecated and will be removed in a future release of LightGBM. "
  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:260: UserWarning: 'evals_result' argument is deprecated and will be removed in a future release of LightGBM. Pass 'record_evaluation()' callba
  ck via 'callbacks' argument instead.
    _log_warning("'evals_result' argument is deprecated and will be removed in a future release of LightGBM. "

To Reproduce

Steps to reproduce the behavior:

  1. train Qlib models based on lightGBM

Expected Behavior

Screenshot

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information and paste them here directly.

  • Qlib version:
  • Python version:
  • OS (Windows, Linux, MacOS):
  • Commit number (optional, please provide it if you are using the dev version):

Additional Notes

Contributor guide

Tech stack
pythonpandasnumpy
Domain
datamachine learning
Issue type
refactor
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
under 1 hour
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
Python programmingFamiliarity with lightGBM APIBasic Git workflow
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
80
Research direction
Locate all instances in the Qlib codebase where lightGBM's train() function is called with deprecated arguments like early stopping rounds, verbose eval, and evals result. Replace them with the new callback based approach using early stopping(), log evaluation(), and record evaluation() callbacks. Ensure backward compatibility and test the training workflow. Refer to the lightGBM documentation for the new API. Search for these deprecated parameters in Python files under the Qlib repository, particularly in model training scripts.