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Minimal Varianсe Sampling (MVS) booster #5091
Commits on Mar 12, 2022
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Minimal Varianсe Sampling booster (#4266)
* Added base for minimal variance sampling booster * Implemented MVS booster with support for multioutput targets, deterministic execution on small datasets/ * Updated documentation and fixed some linting errors * fixed python sklearn documentation, tryed to fix R Cran CI * Second attempt to fix R pipeline * Fixed R package build for windows and linting error * Revert "Fixed R package build for windows and linting error" This reverts commit d50769e * Revert "Revert "Fixed R package build for windows and linting error"" This reverts commit f531f3a. * Fixed some documentation * Fixed intendation error in mvs.hpp, fixed some windows build issues, added spinx version upper bound * Fixed intendation error in mvs.hpp, fixed some windows build issues, added spinx version upper bound * Update requirements_base.txt * Update R-package/src/Makevars.in Co-authored-by: James Lamb <[email protected]> * Update R-package/src/Makevars.win.in Co-authored-by: James Lamb <[email protected]> * Added MVS booster support for dask tests * Moved CalculateThresholdSequential to array_args.h and renamed it to CalculateThresholdMVS * Added cpp tests for ArrayArgs::CalculateThresholdMVS and ArrayArgs::Partition. * Fix linter errors in test_dask.py * Fixed UB in ArrayArgs::Partition, when it is called with one element. * Fixed linter errors * Added more cpp tests and fixed linting errors * Fixed linting errors * Updated R-package documentation Updated documentation Updated test_mvs_threshold_search.cpp Added parallel computation of regularized absolute value term. Added new mvs parameter from constant. * Updated MVS Lambda algorithm * Updated documentation, MVS::GetLambda, MVS::GetThreshold, updated MVS::ResetConfig * [ci] fix current `master` fails with graphviz-related error (#5068) * Update test_windows.ps1 * Update .appveyor.yml * Update test_windows.ps1 * Update .appveyor.yml Co-authored-by: James Lamb <[email protected]> Co-authored-by: Nikita Titov <[email protected]> Co-authored-by: Yu Shi <[email protected]>
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Commits on Jan 17, 2023
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Update include/LightGBM/config.h
Co-authored-by: James Lamb <[email protected]>
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Update include/LightGBM/config.h
Co-authored-by: James Lamb <[email protected]>
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Update tests/cpp_tests/test_mvs_threshold_search.cpp
Co-authored-by: James Lamb <[email protected]>
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Co-authored-by: James Lamb <[email protected]>
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Co-authored-by: James Lamb <[email protected]>
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Commits on Jan 19, 2023
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Update include/LightGBM/utils/array_args.h
Co-authored-by: Guolin Ke <[email protected]>
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Update include/LightGBM/config.h
Co-authored-by: James Lamb <[email protected]>
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Merge branch 'mvs_dev' of https://github.com/Microsoft/LightGBM into …
…mvs_dev
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