dotnet
Retrain LightGBM models API
If I understand correctly, there are two method in LightGBM for retraining: update and refit (+ train again with same params). Can we get support for both?
https://lightgbm.readthedocs.io/en/latest/pythonapi/lightgbm.Booster.html#lightgbm.Booster.update https://lightgbm.readthedocs.io/en/latest/pythonapi/lightgbm.Booster.html#lightgbm.Booster.refit
Personally, I think refit would be more important. First, train on huge vendor dataset. Then, refit with smaller client data. Although, I do not have any evidence refit is better than .update for this purpose, just my own thinking.
Hi @torronen and @luisquintanilla , this feature would be awesome. I would say both update and refit. More detail here: https://stackoverflow.com/questions/73664093/lightgbm-train-vs-update-vs-refit#:~:text=Booster.refit%20%28%29%20does%20not%20change%20the%20structure%20of,add%20at%20most%201%20tree%20to%20the%20model.
Also for huge model, being to pass some arguments directly to the booster would be awesome, So I can pass the model or the training and testing file or the file to retrain. Why? I noticed when I use the lightgbm CLI it uses may be 2TB memeory for 1TB data file. Where are in Python is just blow up, I didn't try on ML.net yet.
Great feature you added to be able to load a model from LightGBM and use it from ML.Net via c#
TY Wil
