Config
=======


.. _配置文件:

配置文件
--------

配置文件主要由特征筛选、模型训练两个部分组成

.. code-block:: python

    CONFIG = {
        # 特征筛选调用的参数
        # 1.阈值
        "na_threshold": 0.95,
        "correlation_threshold": 0.95,
        "importance_cumsum_threshold": 0.95,
        # 2.计算特征重要度需要的参数
        "params": {
            "n_estimators": 500,
            "max_depth": 3,
            "learning_rate": 0.1,
            "boosting_type": "gbdt",
            "importance_type": "gain",
            "n_jobs": -1
        },
        "kfold": "StratifiedKFold",
        "groups": None,
        "n_splits": 5,
        # 3.模型通过cv自动筛选特征需要的参数
        "incre_params":{
                "max_depth": 3,
                "learning_rate": 0.1,
                "num_boost_round": 200,
                "metrics": "auc",
                "verbose_eval": 200,
                "verbose": -1,
                "early_stopping_rounds": 100,
                "seed": 10
        },
        "total_iter": 100,
        "step": 2,
        "auc_interval": 0.001,
        # 建模调用的参数
        "lgb_params": {
            "n_estimators": 200,
            "max_depth": 2,
            "learning_rate": 0.1,
            "boosting_type": "gbdt",
            "importance_type": "gain",
            "n_jobs": -1
        }
    }