Use GBRT to make time series prediction, now using lightGBM as the base. Support optuna to look for the optimize hyperparameters.
- Python 3.8.8
- Linux/MacOS x64
Install the environment and dependencies.
pip install -r requirements.txt
The usage of class and configuration is demonstrated in the sample file.
python wLGBM_optuna_sample.py
- Support other GBRT models, e.g. XGBoost, Catboost.
@author: alex @email: alex@chuanxilu.com
Copyright (C) 2022 alex
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
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