Tag:lightgbm
All the articles with the tag "lightgbm".
VN2 Features
The VN2 features I implemented and backtested in our LightGBM store forecast: definitions, correlation, SHAP analysis, the final feature set and how it compares with production, after a short background on the VN2 competition and its winning solution.
Solving the Low and High Seller Bias in a Weekly Sales Forecast
Two studies on a LightGBM weekly sales forecast that under-forecasts high sellers and over-forecasts low sellers: separate models, a better initialisation, and normalizing the dataset, then a wide backtest of normalization.
Validation, Hyperparameter and Feature Set Studies for a Weekly Sales Forecast
Three studies on a LightGBM weekly sales forecast, in the order we ran them: the validation set for early stopping, the hyperparameter set, and the feature set.
Explainability Using SHAP
How I used SHAP to explain a LightGBM sales forecast: the plots, an example of an analysis, feature correlation with SHAP, a template notebook and an explainability dashboard.
How Far Should You Tune LightGBM? A Budget for the Last Fraction of a Point
Tuning LightGBM can win. Only a comparison with a fair early-stopped baseline, on data the search never touched, shows whether the last fraction of a point pays for the search.
How LightGBM Builds Its Trees
Decision trees, bagging and random forests, gradient boosting, then LightGBM: leaf-wise growth, histograms, GOSS, feature bundling, its parameters and its categorical splits.