# How to Use Lightgbm with Tidymodels

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So you want to compete in a kaggle competition with R and you want to use

tidymodels. In this howto I show how you can use lightgbm (LGBM) with tidymodels. I give very terse descriptions

of what the steps do, because I believe you read this post for implementation, not background on how the elements work.

Why tidymodels? It is a unified machine learning framework that uses sane

defaults, keeps model definitions andimplementation separate and allows you

to easily swap models or change parts of the processing.

*In this howto I signify r packages by using the {packagename} convention, f.e.: {ggplot2}* Tidymodels already works with XGBoost and many many other machine learning

algorithms. However it doesn’t yet work with the successors of XGBoost: lightgbm

and catboost. There is an experimental package called {treesnip} that lets you use lightgbm and catboost with tidymodels.

This is a howto based on a very sound example of tidymodels with xgboost by Andy Merlino and Nick Merlino on tychobra.com

from may 2020. In their example and in this one we use the AmesHousing dataset

about house prices in Ames, Iowa, USA. The model will predict sale price.

Andy and Nick give a great explanation for all the steps and what to think about.

I highly recommend their tuturial and all tutorials created by

Julia Silge.

**TL;DR: With treesnip you can just start using lightgbm and catboost in tidymodels without big changes to your workflow, it is awesome! It brings the state of the art models into the tidymodels framework.**

The template I’m using can also be found on this github project

Some basics before we go on:

Normally I would do an extensive exploration of the data to see how the variables

interact and influence the house price. In this example I want to focus on

how you can use lightgbm with tidymodels, so I skip this part and use Andy and

Nick’s feature engineering with a small change.

## Basic steps for machine learning projects

The steps in most machine learning projects are as follows:

- Loading necessary packages and data
- split data into train and test ({rsample})
- light preprocessing ({recipes})
- find the best hyperparameters by
- creating crossvalidation folds ({rsample})
- creating a model specification ({tune, parsnip, treesnip, dials})
- creating a grid of values ({dials})
- using a workflow to contain the model and formula ({workflows})
- tune the model ({tune})

- find the best model from tuning
- retrain on entire test data
- evaluate on test data ({yardstick})
- check residuals and model diagnostics

## Loading necessary packages and data

# data library(AmesHousing) # data cleaning library(janitor) # data prep library(dplyr) # visualisation library(ggplot2) # tidymodels library(rsample) library(recipes) library(parsnip) library(tune) library(dials) library(workflows) library(yardstick) library(treesnip)

Setting up some settings, this is optional but can help speed things

up.

## # speed up computation with parallel processing library(doParallel) all_cores <- parallel::detectCores(logical = FALSE) registerDoParallel(cores = all_cores)

And setting up data:

# set the random seed so we can reproduce any simulated results. set.seed(1234) # load the housing data and clean names ames_data <- make_ames() %>% janitor::clean_names()

## Split data into train and test

ames_split <- rsample::initial_split( ames_data, prop = 0.8, strata = sale_price )

## Some light preprocessing

Many models require careful and extensive variable preprocessing to produce

accurate predictions.

Boosted tree models like XGBoost,lightgbm, and catboost are quite robust against

highly skewed and/or correlated data, so the amount of preprocessing required

is minimal. In contrast to XGBoost, both lightgbm and catboost are very capable

of handling categorical variables (factors) and so you don’t need to turn

variables into dummies (one hot encode), in fact you shouldn’t do it, it makes

everything slower and might give you worse performance.

preprocessing_recipe <- recipes::recipe(sale_price ~ ., data = training(ames_split)) %>% # combine low frequency factor levels recipes::step_other(all_nominal(), threshold = 0.01) %>% # remove no variance predictors which provide no predictive information recipes::step_nzv(all_nominal()) %>% # prep the recipe so it can be used on other data prep()

## Find the best hyperparameters

Create crossvalidation folds. This means the data is split into 5 chunks, the model trained on four of them and predicts on the fifth chunk. This

is done five times (predicting every time on a different chunk) and the

metrics will be averaged over the chunks as a measure of out of sample performance.

ames_cv_folds <- recipes::bake( preprocessing_recipe, new_data = training(ames_split) ) %>% rsample::vfold_cv(v = 5)

Create a model specification for lightgbm

The treesnip package makes sure that boost_tree understands what engine

lightgbm is, and how the parameters are translated internaly.

We don’t know yet what the ideal parameter values are for

this lightgbm model. So we have to tune the parameters.

lightgbm_model<- parsnip::boost_tree( mode = "regression", trees = 1000, min_n = tune(), tree_depth = tune(), ) %>% set_engine("lightgbm", objective = "reg:squarederror",verbose=-1)

Grid specification by dials package to fill in the model above

This specification automates the min and max values of these

parameters.

According to the lightgbm parameter tuning guide

the hyperparameters `number of leaves`

, `min_data_in_leaf`

, and `max_depth`

are the most important features.

Currently implemented for lightgbm in (treesnip) are:

- feature_fraction (mtry)
- num_iterations (trees)
- min_data_in_leaf (min_n)
- max_depth (tree_depth)
- learning_rate (learn_rate)
- min_gain_to_split (loss_reduction)
- bagging_fraction (sample_size)

(so we do not yet have number of leaves).

lightgbm_params <- dials::parameters( # The parameters have sane defaults, but if you have some knowledge # of the process you can set upper and lower limits to these parameters. min_n(), # 2nd important tree_depth() # 3rd most important )

And finally construct a grid with actual values to search for.

lgbm_grid <- dials::grid_max_entropy( lightgbm_params, size = 30 # set this to a higher number to get better results # I don't want to run this all night, so I set it to 30 ) head(lgbm_grid) # A tibble: 6 x 2 min_n tree_depth1 10 9 2 19 11 3 40 8 4 12 1 5 19 5 6 31 8

To tune our model, we perform grid search over our lightgbm_grid’s grid space

to identify the hyperparameter values that have the lowest prediction error.

Actual workflow object

lgbm_wf <- workflows::workflow() %>% add_model(lightgbm_model ) %>% add_formula(sale_price ~ .)

**so far little to no computation has been performed except for preprocessing calculations**

But the machine will start to run hot in the next step, where we call tune_grid.

If you look at the process for xgboost and in the next tutorial for catboost

the steps remain the same, with a few details different but mostly the same!

We call tune_grid with:

- “object”: lgbm_wf which is a workflow that we defined by the parsnip and

workflows packages - “resamples”: ames_cv_folds as defined by rsample and

recipes packages - “grid”: lgbm_grid our grid space as defined by the dials

package - “metric”: the yardstick package defines the metric set used to

evaluate model performance

lgbm_tuned <- tune::tune_grid( object = lgbm_wf, resamples = ames_cv_folds, grid = lgbm_grid, metrics = yardstick::metric_set(rmse, rsq, mae), control = tune::control_grid(verbose = FALSE) # set this to TRUE to see # in what step of the process you are. But that doesn't look that well in # a blog. )

## Find the best model from tuning results

hyperparameter values which performed best at minimizing RMSE.

lgbm_tuned %>% tune::show_best(metric = "rmse",n = 5) # A tibble: 5 x 8 min_n tree_depth .metric .estimator mean n std_err .config1 8 3 rmse standard 24555. 5 1192. Model30 2 13 4 rmse standard 24647. 5 1042. Model29 3 12 1 rmse standard 25195. 5 1281. Model04 4 19 5 rmse standard 25206. 5 1079. Model05 5 6 5 rmse standard 25382. 5 858. Model18

plot the performance per parameter.

lgbm_tuned %>% tune::show_best(metric = "rmse",n = 10) %>% tidyr::pivot_longer(min_n:tree_depth, names_to="variable",values_to="value" ) %>% ggplot(aes(value,mean)) + geom_line(alpha=1/2)+ geom_point()+ facet_wrap(~variable,scales = "free")+ ggtitle("Best parameters for RMSE")

Since we asked for multiple metrics we can see the best performance for different

metrics too.

lgbm_tuned %>% tune::show_best(metric = "mae",n = 10) %>% tidyr::pivot_longer(min_n:tree_depth, names_to="variable",values_to="value" ) %>% ggplot(aes(value,mean)) + geom_line(alpha=1/2)+ geom_point()+ facet_wrap(~variable,scales = "free")+ ggtitle("Best parameters for MAE")

Than we can select the best parameter combination for a metric, or do it manually.

lgbm_best_params <- lgbm_tuned %>% tune::select_best("rmse")

Finalize the lgbm model to use the best tuning parameters.

lgbm_model_final <- lightgbm_model%>% finalize_model(lgbm_best_params)

The finalized model is filled in:

# empty lightgbm_model Boosted Tree Model Specification (regression) Main Arguments: trees = 1000 min_n = tune() tree_depth = tune() Engine-Specific Arguments: objective = reg:squarederror verbose = -1 Computational engine: lightgbm # filled in lgbm_model_final Boosted Tree Model Specification (regression) Main Arguments: trees = 1000 min_n = 8 tree_depth = 3 Engine-Specific Arguments: objective = reg:squarederror verbose = -1 Computational engine: lightgbm

## Retrain on entire training data

## This is giving me a lot of warnings and lgbm isn't giving us the warnings in warning type, so I've hidden this ugly part. ** click to unhide** But I fit the finalized model again on new data.

## And evaluate on test data (yardstick)

test_processed <- bake(preprocessing_recipe, new_data = testing(ames_split)) test_prediction <- trained_model_all_data %>% # use the training model fit to predict the test data predict(new_data = test_processed) %>% bind_cols(testing(ames_split))

measure the accuracy of our model on training set (overestimation)

train_prediction %>% yardstick::metrics(sale_price, .pred) %>% mutate(.estimate = format(round(.estimate, 2), big.mark = ",")) %>% knitr::kable()

.metric | .estimator | .estimate |
---|---|---|

rmse | standard | 17,575.38 |

rsq | standard | 0.95 |

mae | standard | 12,473.87 |

measure the accuracy of our model on data it hasn’t seen before (testset)

test_prediction %>% yardstick::metrics(sale_price, .pred) %>% mutate(.estimate = format(round(.estimate, 2), big.mark = ",")) %>% knitr::kable()

.metric | .estimator | .estimate |
---|---|---|

rmse | standard | 33,966.76 |

rsq | standard | 0.83 |

mae | standard | 18,040.51 |

Not a bad score.

## look at residuals

house_prediction_residual <- test_prediction %>% arrange(.pred) %>% mutate(residual_pct = (sale_price - .pred) / .pred) %>% select(.pred, residual_pct) ggplot(house_prediction_residual, aes(x = .pred, y = residual_pct)) + geom_point() + xlab("Predicted Sale Price") + ylab("Residual (%)") + scale_x_continuous(labels = scales::dollar_format()) + scale_y_continuous(labels = scales::percent)

So that works quite well, there are some outliers in low price. And we can probably discover what cases are doing badly and maybe add more information to the model to discover and distinguish.

# Other stuff

Installing lightgbm can be done following the official instructions or see this post

on my other blog for macos specific instructions

Find the original tutorial for tidymodels with xgboost here.

### Reproducibility

## At the moment of creation (when I knitted this document ) this was the state of my machine: ** click to expand**

sessioninfo::session_info() ─ Session info ─────────────────────────────────────────────────────────────── setting value version R version 4.0.2 (2020-06-22) os macOS Catalina 10.15.6 system x86_64, darwin17.0 ui X11 language (EN) collate en_US.UTF-8 ctype en_US.UTF-8 tz Europe/Amsterdam date 2020-08-27 ─ Packages ─────────────────────────────────────────────────────────────────── package * version date lib source AmesHousing * 0.0.4 2020-06-23 [1] CRAN (R 4.0.2) assertthat 0.2.1 2019-03-21 [1] CRAN (R 4.0.0) class 7.3-17 2020-04-26 [1] CRAN (R 4.0.2) cli 2.0.2 2020-02-28 [1] CRAN (R 4.0.0) codetools 0.2-16 2018-12-24 [1] CRAN (R 4.0.2) colorspace 1.4-1 2019-03-18 [1] CRAN (R 4.0.0) crayon 1.3.4 2017-09-16 [1] CRAN (R 4.0.0) data.table 1.13.0 2020-07-24 [1] CRAN (R 4.0.2) dials * 0.0.8 2020-07-08 [1] CRAN (R 4.0.2) DiceDesign 1.8-1 2019-07-31 [1] CRAN (R 4.0.0) digest 0.6.25 2020-02-23 [1] CRAN (R 4.0.0) doParallel * 1.0.15 2019-08-02 [1] CRAN (R 4.0.2) dplyr * 1.0.2 2020-08-18 [1] CRAN (R 4.0.2) ellipsis 0.3.1 2020-05-15 [1] CRAN (R 4.0.1) evaluate 0.14 2019-05-28 [1] CRAN (R 4.0.0) fansi 0.4.1 2020-01-08 [1] CRAN (R 4.0.0) farver 2.0.3 2020-01-16 [1] CRAN (R 4.0.0) foreach * 1.5.0 2020-03-30 [1] CRAN (R 4.0.1) furrr 0.1.0 2018-05-16 [1] CRAN (R 4.0.0) future 1.18.0 2020-07-09 [1] CRAN (R 4.0.2) generics 0.0.2 2018-11-29 [1] CRAN (R 4.0.0) ggplot2 * 3.3.2 2020-06-19 [1] CRAN (R 4.0.1) globals 0.12.5 2019-12-07 [1] CRAN (R 4.0.0) glue 1.4.1 2020-05-13 [1] CRAN (R 4.0.1) gower 0.2.2 2020-06-23 [1] CRAN (R 4.0.1) GPfit 1.0-8 2019-02-08 [1] CRAN (R 4.0.0) gtable 0.3.0 2019-03-25 [1] CRAN (R 4.0.0) highr 0.8 2019-03-20 [1] CRAN (R 4.0.0) htmltools 0.5.0 2020-06-16 [1] CRAN (R 4.0.1) ipred 0.9-9 2019-04-28 [1] CRAN (R 4.0.0) iterators * 1.0.12 2019-07-26 [1] CRAN (R 4.0.0) janitor * 2.0.1 2020-04-12 [1] CRAN (R 4.0.2) jsonlite 1.7.0 2020-06-25 [1] CRAN (R 4.0.1) knitr 1.29 2020-06-23 [1] CRAN (R 4.0.1) labeling 0.3 2014-08-23 [1] CRAN (R 4.0.0) lattice 0.20-41 2020-04-02 [1] CRAN (R 4.0.2) lava 1.6.7 2020-03-05 [1] CRAN (R 4.0.0) lhs 1.0.2 2020-04-13 [1] CRAN (R 4.0.2) lifecycle 0.2.0 2020-03-06 [1] CRAN (R 4.0.0) lightgbm 3.0.0-1 2020-08-26 [1] url listenv 0.8.0 2019-12-05 [1] CRAN (R 4.0.0) lubridate 1.7.9 2020-06-08 [1] CRAN (R 4.0.2) magrittr 1.5 2014-11-22 [1] CRAN (R 4.0.0) MASS 7.3-51.6 2020-04-26 [1] CRAN (R 4.0.2) Matrix 1.2-18 2019-11-27 [1] CRAN (R 4.0.2) munsell 0.5.0 2018-06-12 [1] CRAN (R 4.0.0) nnet 7.3-14 2020-04-26 [1] CRAN (R 4.0.2) parsnip * 0.1.3 2020-08-04 [1] CRAN (R 4.0.2) pillar 1.4.6 2020-07-10 [1] CRAN (R 4.0.2) pkgconfig 2.0.3 2019-09-22 [1] CRAN (R 4.0.0) plyr 1.8.6 2020-03-03 [1] CRAN (R 4.0.0) pROC 1.16.2 2020-03-19 [1] CRAN (R 4.0.0) prodlim 2019.11.13 2019-11-17 [1] CRAN (R 4.0.0) purrr 0.3.4 2020-04-17 [1] CRAN (R 4.0.1) R6 2.4.1 2019-11-12 [1] CRAN (R 4.0.0) Rcpp 1.0.5 2020-07-06 [1] CRAN (R 4.0.2) recipes * 0.1.13 2020-06-23 [1] CRAN (R 4.0.1) rlang 0.4.7 2020-07-09 [1] CRAN (R 4.0.2) rmarkdown 2.3 2020-06-18 [1] CRAN (R 4.0.1) rpart 4.1-15 2019-04-12 [1] CRAN (R 4.0.2) rsample * 0.0.7 2020-06-04 [1] CRAN (R 4.0.1) scales * 1.1.1 2020-05-11 [1] CRAN (R 4.0.1) sessioninfo 1.1.1 2018-11-05 [1] CRAN (R 4.0.1) snakecase 0.11.0 2019-05-25 [1] CRAN (R 4.0.2) stringi 1.4.6 2020-02-17 [1] CRAN (R 4.0.0) stringr 1.4.0 2019-02-10 [1] CRAN (R 4.0.0) survival 3.2-3 2020-06-13 [1] CRAN (R 4.0.1) tibble 3.0.3 2020-07-10 [1] CRAN (R 4.0.2) tidyr 1.1.1 2020-07-31 [1] CRAN (R 4.0.2) tidyselect 1.1.0 2020-05-11 [1] CRAN (R 4.0.1) timeDate 3043.102 2018-02-21 [1] CRAN (R 4.0.0) treesnip * 0.1.0 2020-08-26 [1] Github (curso-r/[email protected]) tune * 0.1.1 2020-07-08 [1] CRAN (R 4.0.2) utf8 1.1.4 2018-05-24 [1] CRAN (R 4.0.0) vctrs 0.3.2 2020-07-15 [1] CRAN (R 4.0.2) withr 2.2.0 2020-04-20 [1] CRAN (R 4.0.2) workflows * 0.1.2 2020-07-07 [1] CRAN (R 4.0.2) xfun 0.15 2020-06-21 [1] CRAN (R 4.0.2) yaml 2.2.1 2020-02-01 [1] CRAN (R 4.0.0) yardstick * 0.0.7 2020-07-13 [1] CRAN (R 4.0.2) [1] /Library/Frameworks/R.framework/Versions/4.0/Resources/library

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