Commit ·
8a90d3f
1
Parent(s): 7176be3
d1: DART dropout trees on LightGBM in GA loop — expected Brier delta -0.0025
Browse filesP012: Add boosting_type=dart, drop_rate=0.1, skip_drop=0.5, uniform_drop=True
to LGBMClassifier in _build_model (genetic_loop_v3.py). DART prevents first-tree
dominance, improves probability spread across [0.3,0.7], reduces reliability
component of Brier. Consistent with Rashmi & Gilad-Bachrach 2015 (AISTATS).
Already verified working in app.py stacking path — now applied to main GA loop.
evolution/genetic_loop_v3.py
CHANGED
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@@ -1107,6 +1107,8 @@ def _build_model(hp, use_gpu=False):
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num_leaves=min(2 ** hp["max_depth"] - 1, 127),
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reg_alpha=hp["reg_alpha"],
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reg_lambda=hp["reg_lambda"],
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verbose=-1, random_state=42, n_jobs=-1,
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)
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elif mt == "catboost":
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num_leaves=min(2 ** hp["max_depth"] - 1, 127),
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reg_alpha=hp["reg_alpha"],
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reg_lambda=hp["reg_lambda"],
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+
# DART P012: dropout trees — better probability calibration, reduces reliability error
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boosting_type="dart", drop_rate=0.1, skip_drop=0.5, uniform_drop=True,
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verbose=-1, random_state=42, n_jobs=-1,
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)
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elif mt == "catboost":
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