The lightgbm documentation mentions something called 'balanced bagging' under pos_bagging_fraction
and neg_bagging_fraction
but does not describe it.
Note: if balanced bagging is enabled, bagging_fraction will be ignored
Can somebody help me understand what it means?
They appear to be using the phrase "balanced bagging" to mean setting both pos_bagging_fraction
and neg_bagging_fraction
, i.e. you are bagging in a class-aware way to affect a balancing of the training data per tree. Your quote supports this, saying that by setting pos_bagging_fraction
and neg_bagging_fraction
, the ordinary (class-unaware) bagging_fraction
will be ignored.