autogen/test/tune.py

from flaml import tune
from flaml.model import LGBMEstimator
import lightgbm
from sklearn.model_selection import train_test_split
from sklearn.datasets import fetch_california_housing
from sklearn.metrics import mean_squared_error

X, y = fetch_california_housing(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.33, random_state=42
)


def train_lgbm(config: dict) -> dict:
    # convert config dict to lgbm params
    params = LGBMEstimator(**config).params
    # train the model
    train_set = lightgbm.Dataset(X_train, y_train)
    model = lightgbm.train(params, train_set)
    # evaluate the model
    pred = model.predict(X_test)
    mse = mean_squared_error(y_test, pred)
    # return eval results as a dictionary
    return {"mse": mse}


# load a built-in search space from flaml
flaml_lgbm_search_space = LGBMEstimator.search_space(X_train.shape)
# specify the search space as a dict from hp name to domain; you can define your own search space same way
config_search_space = {
    hp: space["domain"] for hp, space in flaml_lgbm_search_space.items()
}
# give guidance about hp values corresponding to low training cost, i.e., {"n_estimators": 4, "num_leaves": 4}
low_cost_partial_config = {
    hp: space["low_cost_init_value"]
    for hp, space in flaml_lgbm_search_space.items()
    if "low_cost_init_value" in space
}
# run the tuning, minimizing mse, with total time budget 3 seconds
analysis = tune.run(
    train_lgbm,
    metric="mse",
    mode="min",
    config=config_search_space,
    low_cost_partial_config=low_cost_partial_config,
    time_budget_s=3,
    num_samples=-1,
)