{
  "id": 58920,
  "title": "An LGBM Objective change that might bring you significant improvement",
  "url": "/competitions/avito-demand-prediction/discussion/58920",
  "author_name": "",
  "post_date": "2018-06-15T10:41:59.524759200Z",
  "votes": 24,
  "comment_count": 14,
  "views": 0,
  "content": "<p>Hi,\nFor me, using the LGBM objective \"poisson\" instead of \"regression\", made a significant improvement.\nAfter testing it, if it works for you, try setting the parameter \"poisson_max_delta_step\" to a higher value, 1.1, 1.5, or even 2, notice that this will require more rounds to train.\n(I think the default value is 0.7)</p>\n\n<p>Let me know if it improved your model!</p>",
  "messages": [
    {
      "id": "343449",
      "postDate": "06/15/2018 10:41:59",
      "content": "<p>Hi,\nFor me, using the LGBM objective \"poisson\" instead of \"regression\", made a significant improvement.\nAfter testing it, if it works for you, try setting the parameter \"poisson_max_delta_step\" to a higher value, 1.1, 1.5, or even 2, notice that this will require more rounds to train.\n(I think the default value is 0.7)</p>\n\n<p>Let me know if it improved your model!</p>",
      "rawMarkdown": "Hi,\nFor me, using the LGBM objective \"poisson\" instead of \"regression\", made a significant improvement.\nAfter testing it, if it works for you, try setting the parameter \"poisson_max_delta_step\" to a higher value, 1.1, 1.5, or even 2, notice that this will require more rounds to train.\n(I think the default value is 0.7)\n\nLet me know if it improved your model!",
      "votes": null
    },
    {
      "id": "343735",
      "postDate": "06/16/2018 00:41:19",
      "content": "<p>No improvement, but terribly destroy my result</p>",
      "rawMarkdown": "No improvement, but terribly destroy my result",
      "votes": null
    },
    {
      "id": "343775",
      "postDate": "06/16/2018 03:44:07",
      "content": "<p><a href=\"/tpthegreat\">@tpthegreat</a> Can you be more specific.. How much significant improvement.. Did you see an improvement on both Local CV and the LB? I tried a 5-Fold and the local CV is less than what I had earlier by 0.003...</p>",
      "rawMarkdown": "tpthegreat Can you be more specific.. How much significant improvement.. Did you see an improvement on both Local CV and the LB? I tried a 5-Fold and the local CV is less than what I had earlier by 0.003...",
      "votes": null
    },
    {
      "id": "343818",
      "postDate": "06/16/2018 07:55:27",
      "content": "<p><a href=\"/aquatic\">@aquatic</a> <a href=\"/tunguz\">@tunguz</a> Did you get any improvement with this approach....</p>",
      "rawMarkdown": "aquatic @tunguz Did you get any improvement with this approach....",
      "votes": null
    },
    {
      "id": "343883",
      "postDate": "06/16/2018 12:23:52",
      "content": "<p>Haven’t tried it yet. I’ll check it out and see if it works.</p>",
      "rawMarkdown": "Haven’t tried it yet. I’ll check it out and see if it works.",
      "votes": null
    },
    {
      "id": "343946",
      "postDate": "06/16/2018 15:00:43",
      "content": "<p>@Samrat @xil lin\nBoth my CV and LB are better by 0.003, without tweeking the poisson delta parameter which gives more improvement.\nI also take the lb predictions and max them down to 1 if they are over, and get them to 0 if they're less.\nI use about 60 features + tfidf columns.\nWeird that it wrecks your results and betters mine. \nBut I'm also much lower ranked than you... </p>\n\n<p>Btw i also use 5 fold cv</p>",
      "rawMarkdown": "Samrat @xil lin\nBoth my CV and LB are better by 0.003, without tweeking the poisson delta parameter which gives more improvement.\nI also take the lb predictions and max them down to 1 if they are over, and get them to 0 if they're less.\nI use about 60 features + tfidf columns.\nWeird that it wrecks your results and betters mine. \nBut I'm also much lower ranked than you... \n\nBtw i also use 5 fold cv",
      "votes": null
    },
    {
      "id": "343990",
      "postDate": "06/16/2018 17:46:20",
      "content": "<p>It happened to me before on Talking data, after changed from classification to xentropy, it give me extra edges</p>",
      "rawMarkdown": "It happened to me before on Talking data, after changed from classification to xentropy, it give me extra edges",
      "votes": null
    },
    {
      "id": "345020",
      "postDate": "06/19/2018 04:39:47",
      "content": "<p>It dropped my score by 0.0017  </p>",
      "rawMarkdown": "It dropped my score by 0.0017",
      "votes": null
    },
    {
      "id": "345363",
      "postDate": "06/19/2018 18:39:27",
      "content": "<p>why so many down-votes for a excellent suggestion ?</p>",
      "rawMarkdown": "why so many down-votes for a excellent suggestion ?",
      "votes": null
    },
    {
      "id": "345366",
      "postDate": "06/19/2018 18:44:43",
      "content": "<p>Yeah, I agree the downvotes are not merited here. This is pretty good advice, even if just for model diversity in ensembling.</p>",
      "rawMarkdown": "Yeah, I agree the downvotes are not merited here. This is pretty good advice, even if just for model diversity in ensembling.",
      "votes": null
    },
    {
      "id": "345368",
      "postDate": "06/19/2018 18:49:49",
      "content": "<p>Yup there's nothing to down vote.. It's a friendly suggestion and if it doesn't work for you that's not his problem.. </p>",
      "rawMarkdown": "Yup there's nothing to down vote.. It's a friendly suggestion and if it doesn't work for you that's not his problem..",
      "votes": null
    },
    {
      "id": "345369",
      "postDate": "06/19/2018 18:52:15",
      "content": "<p>Too much negativity on Kaggle these days ...</p>",
      "rawMarkdown": "Too much negativity on Kaggle these days ...",
      "votes": null
    },
    {
      "id": "345545",
      "postDate": "06/20/2018 02:50:48",
      "content": "<p>Can someone experienced tell why changing the objective improve results?</p>",
      "rawMarkdown": "Can someone experienced tell why changing the objective improve results?",
      "votes": null
    },
    {
      "id": "345786",
      "postDate": "06/20/2018 13:05:38",
      "content": "<p>Look at the positive-only targets' distribution, it is a kind of bimodal distribution with two summits of ~0.2 &amp; ~0.8. So , i guess, maybe poisson is a 'better'(or at least different) approximation of the target? </p>",
      "rawMarkdown": "Look at the positive-only targets' distribution, it is a kind of bimodal distribution with two summits of ~0.2 &amp; ~0.8. So , i guess, maybe poisson is a 'better'(or at least different) approximation of the target?",
      "votes": null
    },
    {
      "id": "347116",
      "postDate": "06/23/2018 09:30:49",
      "content": "<p>Thank you for your sharing, but no improvement, even it doubled the time for training.</p>",
      "rawMarkdown": "Thank you for your sharing, but no improvement, even it doubled the time for training.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 343735,
      "author_name": "linendsound",
      "author_url": "",
      "post_date": "06/16/2018 00:41:19",
      "content": "<p>No improvement, but terribly destroy my result</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 343775,
      "author_name": "samratp",
      "author_url": "",
      "post_date": "06/16/2018 03:44:07",
      "content": "<p><a href=\"/tpthegreat\">@tpthegreat</a> Can you be more specific.. How much significant improvement.. Did you see an improvement on both Local CV and the LB? I tried a 5-Fold and the local CV is less than what I had earlier by 0.003...</p>",
      "votes": null,
      "replies": [
        {
          "id": 343946,
          "author_name": "tpthegreat",
          "author_url": "",
          "post_date": "06/16/2018 15:00:43",
          "content": "<p>@Samrat @xil lin\nBoth my CV and LB are better by 0.003, without tweeking the poisson delta parameter which gives more improvement.\nI also take the lb predictions and max them down to 1 if they are over, and get them to 0 if they're less.\nI use about 60 features + tfidf columns.\nWeird that it wrecks your results and betters mine. \nBut I'm also much lower ranked than you... </p>\n\n<p>Btw i also use 5 fold cv</p>",
          "votes": null,
          "replies": []
        }
      ]
    },
    {
      "id": 343818,
      "author_name": "samratp",
      "author_url": "",
      "post_date": "06/16/2018 07:55:27",
      "content": "<p><a href=\"/aquatic\">@aquatic</a> <a href=\"/tunguz\">@tunguz</a> Did you get any improvement with this approach....</p>",
      "votes": null,
      "replies": [
        {
          "id": 343883,
          "author_name": "tunguz",
          "author_url": "",
          "post_date": "06/16/2018 12:23:52",
          "content": "<p>Haven’t tried it yet. I’ll check it out and see if it works.</p>",
          "votes": null,
          "replies": []
        }
      ]
    },
    {
      "id": 343990,
      "author_name": "zcistkidd",
      "author_url": "",
      "post_date": "06/16/2018 17:46:20",
      "content": "<p>It happened to me before on Talking data, after changed from classification to xentropy, it give me extra edges</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 345020,
      "author_name": "nyleve",
      "author_url": "",
      "post_date": "06/19/2018 04:39:47",
      "content": "<p>It dropped my score by 0.0017  </p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 345363,
      "author_name": "chabir",
      "author_url": "",
      "post_date": "06/19/2018 18:39:27",
      "content": "<p>why so many down-votes for a excellent suggestion ?</p>",
      "votes": null,
      "replies": [
        {
          "id": 345366,
          "author_name": "peterhurford",
          "author_url": "",
          "post_date": "06/19/2018 18:44:43",
          "content": "<p>Yeah, I agree the downvotes are not merited here. This is pretty good advice, even if just for model diversity in ensembling.</p>",
          "votes": null,
          "replies": []
        },
        {
          "id": 345368,
          "author_name": "samratp",
          "author_url": "",
          "post_date": "06/19/2018 18:49:49",
          "content": "<p>Yup there's nothing to down vote.. It's a friendly suggestion and if it doesn't work for you that's not his problem.. </p>",
          "votes": null,
          "replies": []
        },
        {
          "id": 345369,
          "author_name": "tunguz",
          "author_url": "",
          "post_date": "06/19/2018 18:52:15",
          "content": "<p>Too much negativity on Kaggle these days ...</p>",
          "votes": null,
          "replies": []
        }
      ]
    },
    {
      "id": 345545,
      "author_name": "konohayui",
      "author_url": "",
      "post_date": "06/20/2018 02:50:48",
      "content": "<p>Can someone experienced tell why changing the objective improve results?</p>",
      "votes": null,
      "replies": [
        {
          "id": 345786,
          "author_name": "johnfarrell",
          "author_url": "",
          "post_date": "06/20/2018 13:05:38",
          "content": "<p>Look at the positive-only targets' distribution, it is a kind of bimodal distribution with two summits of ~0.2 &amp; ~0.8. So , i guess, maybe poisson is a 'better'(or at least different) approximation of the target? </p>",
          "votes": null,
          "replies": []
        }
      ]
    },
    {
      "id": 347116,
      "author_name": "kownse",
      "author_url": "",
      "post_date": "06/23/2018 09:30:49",
      "content": "<p>Thank you for your sharing, but no improvement, even it doubled the time for training.</p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "343449": "Hi,\nFor me, using the LGBM objective \"poisson\" instead of \"regression\", made a significant improvement.\nAfter testing it, if it works for you, try setting the parameter \"poisson_max_delta_step\" to a higher value, 1.1, 1.5, or even 2, notice that this will require more rounds to train.\n(I think the default value is 0.7)\n\nLet me know if it improved your model!",
    "343735": "No improvement, but terribly destroy my result",
    "343775": "tpthegreat Can you be more specific.. How much significant improvement.. Did you see an improvement on both Local CV and the LB? I tried a 5-Fold and the local CV is less than what I had earlier by 0.003...",
    "343818": "aquatic @tunguz Did you get any improvement with this approach....",
    "343883": "Haven’t tried it yet. I’ll check it out and see if it works.",
    "343946": "Samrat @xil lin\nBoth my CV and LB are better by 0.003, without tweeking the poisson delta parameter which gives more improvement.\nI also take the lb predictions and max them down to 1 if they are over, and get them to 0 if they're less.\nI use about 60 features + tfidf columns.\nWeird that it wrecks your results and betters mine. \nBut I'm also much lower ranked than you... \n\nBtw i also use 5 fold cv",
    "343990": "It happened to me before on Talking data, after changed from classification to xentropy, it give me extra edges",
    "345020": "It dropped my score by 0.0017",
    "345363": "why so many down-votes for a excellent suggestion ?",
    "345366": "Yeah, I agree the downvotes are not merited here. This is pretty good advice, even if just for model diversity in ensembling.",
    "345368": "Yup there's nothing to down vote.. It's a friendly suggestion and if it doesn't work for you that's not his problem..",
    "345369": "Too much negativity on Kaggle these days ...",
    "345545": "Can someone experienced tell why changing the objective improve results?",
    "345786": "Look at the positive-only targets' distribution, it is a kind of bimodal distribution with two summits of ~0.2 &amp; ~0.8. So , i guess, maybe poisson is a 'better'(or at least different) approximation of the target?",
    "347116": "Thank you for your sharing, but no improvement, even it doubled the time for training."
  },
  "source": "meta"
}