Skip to content

Commit

Permalink
docs update
Browse files Browse the repository at this point in the history
  • Loading branch information
jeremiedb committed Mar 17, 2023
1 parent 48431eb commit dc0ab24
Showing 1 changed file with 15 additions and 1 deletion.
16 changes: 15 additions & 1 deletion src/MLJ.jl
Original file line number Diff line number Diff line change
Expand Up @@ -174,14 +174,15 @@ A model type for constructing a EvoTreeRegressor, based on [EvoTrees.jl](https:/
# Hyper-parameters
- `loss=:linear`: Loss to be be minimized during training. One of:
- `:linear`
- `:logistic`
- `:gamma`
- `:tweedie`
- `:quantile`
- `:L1`
- `nrounds=10`: Number of rounds. It corresponds to the number of trees that will be sequentially stacked.
- `eta=0.1`: Learning rate. Each tree raw predictions are scaled by `eta` prior to be added to the stack of predictions.
A lower `eta` results in slower learning, requiring a higher `nrounds` but typically improves model performance.
- `lambda::T=0.0`: L2 regularization term on weights. Must be >= 0. Higher lambda can result in a more robust model.
- `gamma::T=0.0`: Minimum gain improvement needed to perform a node split. Higher gamma can result in a more robust model.
- `alpha::T=0.5`: Loss specific parameter in the [0, 1] range:
Expand All @@ -198,6 +199,7 @@ A model type for constructing a EvoTreeRegressor, based on [EvoTrees.jl](https:/
- `nbins=32`: Number of bins into which each feature is quantized. Buckets are defined based on quantiles, hence resulting in equal weight bins.
- `monotone_constraints=Dict{Int, Int}()`: Specify monotonic constraints using a dict where the key is the feature index and the value the applicable constraint (-1=decreasing, 0=none, 1=increasing).
Only `:linear`, `:logistic`, `:gamma` and `tweedie` losses are supported at the moment.
- `T=Float32`: The float precision on which the model will be trained. One of `Float32` or `Float64`.
- `rng=123`: Either an integer used as a seed to the random number generator or an actual random number generator (`::Random.AbstractRNG`).
- `device="cpu"`: Hardware device to use for computations. Can be either `"cpu"` or `"gpu"`. Only `:linear`, `:logistic`, `:gamma` and `tweedie` losses are supported on GPU.
Expand Down Expand Up @@ -302,6 +304,8 @@ EvoTreeClassifier is used to perform multi-class classification, using cross-ent
# Hyper-parameters
- `nrounds=10`: Number of rounds. It corresponds to the number of trees that will be sequentially stacked.
- `eta=0.1`: Learning rate. Each tree raw predictions are scaled by `eta` prior to be added to the stack of predictions.
A lower `eta` results in slower learning, requiring a higher `nrounds` but typically improves model performance.
- `lambda::T=0.0`: L2 regularization term on weights. Must be >= 0. Higher lambda can result in a more robust model.
- `gamma::T=0.0`: Minimum gain improvement needed to perform a node split. Higher gamma can result in a more robust model.
- `max_depth=5`: Maximum depth of a tree. Must be >= 1. A tree of depth 1 is made of a single prediction leaf.
Expand All @@ -311,6 +315,7 @@ EvoTreeClassifier is used to perform multi-class classification, using cross-ent
- `rowsample=1.0`: Proportion of rows that are sampled at each iteration to build the tree. Should be in `]0, 1]`.
- `colsample=1.0`: Proportion of columns / features that are sampled at each iteration to build the tree. Should be in `]0, 1]`.
- `nbins=32`: Number of bins into which each feature is quantized. Buckets are defined based on quantiles, hence resulting in equal weight bins.
- `T=Float32`: The float precision on which the model will be trained. One of `Float32` or `Float64`.
- `rng=123`: Either an integer used as a seed to the random number generator or an actual random number generator (`::Random.AbstractRNG`).
- `device="cpu"`: Hardware device to use for computations. Can be either `"cpu"` or `"gpu"`.
Expand Down Expand Up @@ -422,6 +427,8 @@ EvoTreeCount is used to perform Poisson probabilistic regression on count target
# Hyper-parameters
- `nrounds=10`: Number of rounds. It corresponds to the number of trees that will be sequentially stacked.
- `eta=0.1`: Learning rate. Each tree raw predictions are scaled by `eta` prior to be added to the stack of predictions.
A lower `eta` results in slower learning, requiring a higher `nrounds` but typically improves model performance.
- `lambda::T=0.0`: L2 regularization term on weights. Must be >= 0. Higher lambda can result in a more robust model.
- `gamma::T=0.0`: Minimum gain imprvement needed to perform a node split. Higher gamma can result in a more robust model.
- `max_depth=5`: Maximum depth of a tree. Must be >= 1. A tree of depth 1 is made of a single prediction leaf.
Expand All @@ -432,6 +439,7 @@ EvoTreeCount is used to perform Poisson probabilistic regression on count target
- `colsample=1.0`: Proportion of columns / features that are sampled at each iteration to build the tree. Should be `]0, 1]`.
- `nbins=32`: Number of bins into which each feature is quantized. Buckets are defined based on quantiles, hence resulting in equal weight bins.
- `monotone_constraints=Dict{Int, Int}()`: Specify monotonic constraints using a dict where the key is the feature index and the value the applicable constraint (-1=decreasing, 0=none, 1=increasing).
- `T=Float32`: The float precision on which the model will be trained. One of `Float32` or `Float64`.
- `rng=123`: Either an integer used as a seed to the random number generator or an actual random number generator (`::Random.AbstractRNG`).
- `device="cpu"`: Hardware device to use for computations. Can be either `"cpu"` or `"gpu"`.
Expand Down Expand Up @@ -547,6 +555,8 @@ EvoTreeGaussian is used to perform Gaussian probabilistic regression, fitting μ
# Hyper-parameters
- `nrounds=10`: Number of rounds. It corresponds to the number of trees that will be sequentially stacked.
- `eta=0.1`: Learning rate. Each tree raw predictions are scaled by `eta` prior to be added to the stack of predictions.
A lower `eta` results in slower learning, requiring a higher `nrounds` but typically improves model performance.
- `lambda::T=0.0`: L2 regularization term on weights. Must be >= 0. Higher lambda can result in a more robust model.
- `gamma::T=0.0`: Minimum gain imprvement needed to perform a node split. Higher gamma can result in a more robust model.
- `max_depth=5`: Maximum depth of a tree. Must be >= 1. A tree of depth 1 is made of a single prediction leaf.
Expand All @@ -558,6 +568,7 @@ EvoTreeGaussian is used to perform Gaussian probabilistic regression, fitting μ
- `nbins=32`: Number of bins into which each feature is quantized. Buckets are defined based on quantiles, hence resulting in equal weight bins.
- `monotone_constraints=Dict{Int, Int}()`: Specify monotonic constraints using a dict where the key is the feature index and the value the applicable constraint (-1=decreasing, 0=none, 1=increasing).
!Experimental feature: note that for Gaussian regression, constraints may not be enforce systematically.
- `T=Float64`: The float precision on which the model will be trained. One of `Float32` or `Float64`.
- `rng=123`: Either an integer used as a seed to the random number generator or an actual random number generator (`::Random.AbstractRNG`).
- `device="cpu"`: Hardware device to use for computations. Can be either `"cpu"` or `"gpu"`.
Expand Down Expand Up @@ -680,6 +691,8 @@ EvoTreeMLE performs maximum likelihood estimation. Assumed distribution is speci
- `:gaussian` / `:gaussian_mle`
- `:logistic` / `:logistic_mle`
- `nrounds=10`: Number of rounds. It corresponds to the number of trees that will be sequentially stacked.
- `eta=0.1`: Learning rate. Each tree raw predictions are scaled by `eta` prior to be added to the stack of predictions.
A lower `eta` results in slower learning, requiring a higher `nrounds` but typically improves model performance.
- `lambda::T=0.0`: L2 regularization term on weights. Must be >= 0. Higher lambda can result in a more robust model.
- `gamma::T=0.0`: Minimum gain imprvement needed to perform a node split. Higher gamma can result in a more robust model.
- `max_depth=5`: Maximum depth of a tree. Must be >= 1. A tree of depth 1 is made of a single prediction leaf.
Expand All @@ -691,6 +704,7 @@ EvoTreeMLE performs maximum likelihood estimation. Assumed distribution is speci
- `nbins=32`: Number of bins into which each feature is quantized. Buckets are defined based on quantiles, hence resulting in equal weight bins.
- `monotone_constraints=Dict{Int, Int}()`: Specify monotonic constraints using a dict where the key is the feature index and the value the applicable constraint (-1=decreasing, 0=none, 1=increasing).
!Experimental feature: note that for MLE regression, constraints may not be enforced systematically.
- `T=Float64`: The float precision on which the model will be trained. One of `Float32` or `Float64`.
- `rng=123`: Either an integer used as a seed to the random number generator or an actual random number generator (`::Random.AbstractRNG`).
- `device="cpu"`: Hardware device to use for computations. Can be either `"cpu"` or `"gpu"`.
Expand Down

0 comments on commit dc0ab24

Please sign in to comment.