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lightgbm

What is balanced bagging in lightgbm?


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?


Solution

  • 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.