OptGBM (= Optuna + LightGBM) provides a scikit-learn compatible estimator that tunes hyperparameters in LightGBM with Optuna.
import optgbm as lgb
from sklearn.datasets import load_boston
reg = lgb.LGBMRegressor(random_state=0)
X, y = load_boston(return_X_y=True)
reg.fit(X, y)
y_pred = reg.predict(X, y)By default, the following hyperparameters will be searched.
bagging_fractionbagging_freqfeature_fractrionlambda_l1lambda_l2max_depthmin_data_in_leafnum_leaves
pip install optgbm
tox