LightGBM results differently depending on the order of the dataTune hyperparameters for cost-sensitive classificationR - Error in KNN - Test and training differLearning Algorithm that decide which model gives better results for each testing instanceSignificant overfitting with CVwhy is mse training drastically different from the begining of each training with Encoder-DecoderClassification using Orange 3What to report in the build model, asses model and evaluate results steps of CRISP-DM?Using GridSearchCV and a Random Forest Regressor with the same parameters gives different resultsHyper-parameter tuning when you don't have an access to the test dataUsing the validation data

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LightGBM results differently depending on the order of the data


Tune hyperparameters for cost-sensitive classificationR - Error in KNN - Test and training differLearning Algorithm that decide which model gives better results for each testing instanceSignificant overfitting with CVwhy is mse training drastically different from the begining of each training with Encoder-DecoderClassification using Orange 3What to report in the build model, asses model and evaluate results steps of CRISP-DM?Using GridSearchCV and a Random Forest Regressor with the same parameters gives different resultsHyper-parameter tuning when you don't have an access to the test dataUsing the validation data













6












$begingroup$


I have two datasets A and B which are exactly the same in terms of the number of columns, name of columns and the values. The only difference is the order of those columns. I then train the LightGBM model on each of the two datasets with the following steps



  1. Divide each dataset into training and testing (use the same random seed and ratio for both A and B)

  2. Leave the hyperparameters as pretty much default

  3. Set a random state as a fixed number (for reproduction)

  4. Tune the learning_rate using a Grid Search

  5. Train a LightGBM model on the training set and test it on the
    testing set

  6. Learning rate with the best performance on the testing set will be
    chosen

The output models on the two datasets are very different, which makes me thinks that the order of columns does affect the performance of the model training using LightGBM.



Do you know why this is the case?










share|improve this question









New contributor




Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$
















    6












    $begingroup$


    I have two datasets A and B which are exactly the same in terms of the number of columns, name of columns and the values. The only difference is the order of those columns. I then train the LightGBM model on each of the two datasets with the following steps



    1. Divide each dataset into training and testing (use the same random seed and ratio for both A and B)

    2. Leave the hyperparameters as pretty much default

    3. Set a random state as a fixed number (for reproduction)

    4. Tune the learning_rate using a Grid Search

    5. Train a LightGBM model on the training set and test it on the
      testing set

    6. Learning rate with the best performance on the testing set will be
      chosen

    The output models on the two datasets are very different, which makes me thinks that the order of columns does affect the performance of the model training using LightGBM.



    Do you know why this is the case?










    share|improve this question









    New contributor




    Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$














      6












      6








      6





      $begingroup$


      I have two datasets A and B which are exactly the same in terms of the number of columns, name of columns and the values. The only difference is the order of those columns. I then train the LightGBM model on each of the two datasets with the following steps



      1. Divide each dataset into training and testing (use the same random seed and ratio for both A and B)

      2. Leave the hyperparameters as pretty much default

      3. Set a random state as a fixed number (for reproduction)

      4. Tune the learning_rate using a Grid Search

      5. Train a LightGBM model on the training set and test it on the
        testing set

      6. Learning rate with the best performance on the testing set will be
        chosen

      The output models on the two datasets are very different, which makes me thinks that the order of columns does affect the performance of the model training using LightGBM.



      Do you know why this is the case?










      share|improve this question









      New contributor




      Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I have two datasets A and B which are exactly the same in terms of the number of columns, name of columns and the values. The only difference is the order of those columns. I then train the LightGBM model on each of the two datasets with the following steps



      1. Divide each dataset into training and testing (use the same random seed and ratio for both A and B)

      2. Leave the hyperparameters as pretty much default

      3. Set a random state as a fixed number (for reproduction)

      4. Tune the learning_rate using a Grid Search

      5. Train a LightGBM model on the training set and test it on the
        testing set

      6. Learning rate with the best performance on the testing set will be
        chosen

      The output models on the two datasets are very different, which makes me thinks that the order of columns does affect the performance of the model training using LightGBM.



      Do you know why this is the case?







      machine-learning classification






      share|improve this question









      New contributor




      Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|improve this question









      New contributor




      Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|improve this question




      share|improve this question








      edited 2 days ago







      Duy Bui













      New contributor




      Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      asked Apr 30 at 17:09









      Duy BuiDuy Bui

      1313




      1313




      New contributor




      Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.





      New contributor





      Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






      Duy Bui is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.




















          2 Answers
          2






          active

          oldest

          votes


















          5












          $begingroup$

          A possible explanation is this:



          When the order of the columns differ, there is a little difference in the procedure.



          What LightGBM, XGBoost, CatBoost, amongst other do is to select different columns from the features in your dataset in every step in the training.



          The selections of these columns is done randomly: Let's say your dataset has 20 columns. The root node selects the features 1st, 3rd and 18th, on both datasets the 1st, 3rd and 18th features are different in both possible datasets. This is repeatedly done and in every step there is randomness affecting your ultimate result.






          share|improve this answer









          $endgroup$












          • $begingroup$
            How can we control that randomness when the algorithm selects a subset of features to build a decision tree? That was also my only thought to answer this situation. Moreover, I guess if we always select all features per tree, the algorithm will use Gini (or something similar) to calculate the feature importance at each step, which won't create an randomness.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            lightgbm allows the user to set the random seeds used for row and column sampling.
            $endgroup$
            – bradS
            2 days ago






          • 1




            $begingroup$
            @bradS: I didn't set the seed as a hyperparameter in the LightGBM but I checked again and seeds should be set as a fixed number by default. That means it should have the same result, which is not the case here. lightgbm.readthedocs.io/en/latest/Parameters.html
            $endgroup$
            – Duy Bui
            2 days ago



















          1












          $begingroup$

          While the ordering of data is inconsequential in theory, it is important in practice. Considering you took steps to ensure reproducibility, Different ordering of data will alter your train-test split logic(unless you know for certain that the train sets and test sets in both cases are exactly the same). Though you don’t specify how you split the data it is highly possible that a certain assortment of data points makes the machine more robust to outliers and therefore offering better model performance.
          In the case that the train and test data is the same in both cases, you’d likely have to see if there is a seed/reproducibility measure (in any part of your code) that you have not taken.






          share|improve this answer








          New contributor




          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$












          • $begingroup$
            Sorry, I forgot to mention that. Will update my query. Train and test are exactly the same because I split them using the same random seed.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            @DuyBui a few suggestions to try: 1) if you are using Gpu set gpu_use_dp to true From: github.com/Microsoft/LightGBM/pull/560#issuecomment-304561654 2) set num_threads to a fixed number From: github.com/Microsoft/LightGBM/issues/632;
            $endgroup$
            – gbdata
            yesterday











          Your Answer








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          2 Answers
          2






          active

          oldest

          votes








          2 Answers
          2






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          5












          $begingroup$

          A possible explanation is this:



          When the order of the columns differ, there is a little difference in the procedure.



          What LightGBM, XGBoost, CatBoost, amongst other do is to select different columns from the features in your dataset in every step in the training.



          The selections of these columns is done randomly: Let's say your dataset has 20 columns. The root node selects the features 1st, 3rd and 18th, on both datasets the 1st, 3rd and 18th features are different in both possible datasets. This is repeatedly done and in every step there is randomness affecting your ultimate result.






          share|improve this answer









          $endgroup$












          • $begingroup$
            How can we control that randomness when the algorithm selects a subset of features to build a decision tree? That was also my only thought to answer this situation. Moreover, I guess if we always select all features per tree, the algorithm will use Gini (or something similar) to calculate the feature importance at each step, which won't create an randomness.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            lightgbm allows the user to set the random seeds used for row and column sampling.
            $endgroup$
            – bradS
            2 days ago






          • 1




            $begingroup$
            @bradS: I didn't set the seed as a hyperparameter in the LightGBM but I checked again and seeds should be set as a fixed number by default. That means it should have the same result, which is not the case here. lightgbm.readthedocs.io/en/latest/Parameters.html
            $endgroup$
            – Duy Bui
            2 days ago
















          5












          $begingroup$

          A possible explanation is this:



          When the order of the columns differ, there is a little difference in the procedure.



          What LightGBM, XGBoost, CatBoost, amongst other do is to select different columns from the features in your dataset in every step in the training.



          The selections of these columns is done randomly: Let's say your dataset has 20 columns. The root node selects the features 1st, 3rd and 18th, on both datasets the 1st, 3rd and 18th features are different in both possible datasets. This is repeatedly done and in every step there is randomness affecting your ultimate result.






          share|improve this answer









          $endgroup$












          • $begingroup$
            How can we control that randomness when the algorithm selects a subset of features to build a decision tree? That was also my only thought to answer this situation. Moreover, I guess if we always select all features per tree, the algorithm will use Gini (or something similar) to calculate the feature importance at each step, which won't create an randomness.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            lightgbm allows the user to set the random seeds used for row and column sampling.
            $endgroup$
            – bradS
            2 days ago






          • 1




            $begingroup$
            @bradS: I didn't set the seed as a hyperparameter in the LightGBM but I checked again and seeds should be set as a fixed number by default. That means it should have the same result, which is not the case here. lightgbm.readthedocs.io/en/latest/Parameters.html
            $endgroup$
            – Duy Bui
            2 days ago














          5












          5








          5





          $begingroup$

          A possible explanation is this:



          When the order of the columns differ, there is a little difference in the procedure.



          What LightGBM, XGBoost, CatBoost, amongst other do is to select different columns from the features in your dataset in every step in the training.



          The selections of these columns is done randomly: Let's say your dataset has 20 columns. The root node selects the features 1st, 3rd and 18th, on both datasets the 1st, 3rd and 18th features are different in both possible datasets. This is repeatedly done and in every step there is randomness affecting your ultimate result.






          share|improve this answer









          $endgroup$



          A possible explanation is this:



          When the order of the columns differ, there is a little difference in the procedure.



          What LightGBM, XGBoost, CatBoost, amongst other do is to select different columns from the features in your dataset in every step in the training.



          The selections of these columns is done randomly: Let's say your dataset has 20 columns. The root node selects the features 1st, 3rd and 18th, on both datasets the 1st, 3rd and 18th features are different in both possible datasets. This is repeatedly done and in every step there is randomness affecting your ultimate result.







          share|improve this answer












          share|improve this answer



          share|improve this answer










          answered Apr 30 at 19:30









          Juan Esteban de la CalleJuan Esteban de la Calle

          1,10324




          1,10324











          • $begingroup$
            How can we control that randomness when the algorithm selects a subset of features to build a decision tree? That was also my only thought to answer this situation. Moreover, I guess if we always select all features per tree, the algorithm will use Gini (or something similar) to calculate the feature importance at each step, which won't create an randomness.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            lightgbm allows the user to set the random seeds used for row and column sampling.
            $endgroup$
            – bradS
            2 days ago






          • 1




            $begingroup$
            @bradS: I didn't set the seed as a hyperparameter in the LightGBM but I checked again and seeds should be set as a fixed number by default. That means it should have the same result, which is not the case here. lightgbm.readthedocs.io/en/latest/Parameters.html
            $endgroup$
            – Duy Bui
            2 days ago

















          • $begingroup$
            How can we control that randomness when the algorithm selects a subset of features to build a decision tree? That was also my only thought to answer this situation. Moreover, I guess if we always select all features per tree, the algorithm will use Gini (or something similar) to calculate the feature importance at each step, which won't create an randomness.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            lightgbm allows the user to set the random seeds used for row and column sampling.
            $endgroup$
            – bradS
            2 days ago






          • 1




            $begingroup$
            @bradS: I didn't set the seed as a hyperparameter in the LightGBM but I checked again and seeds should be set as a fixed number by default. That means it should have the same result, which is not the case here. lightgbm.readthedocs.io/en/latest/Parameters.html
            $endgroup$
            – Duy Bui
            2 days ago
















          $begingroup$
          How can we control that randomness when the algorithm selects a subset of features to build a decision tree? That was also my only thought to answer this situation. Moreover, I guess if we always select all features per tree, the algorithm will use Gini (or something similar) to calculate the feature importance at each step, which won't create an randomness.
          $endgroup$
          – Duy Bui
          2 days ago





          $begingroup$
          How can we control that randomness when the algorithm selects a subset of features to build a decision tree? That was also my only thought to answer this situation. Moreover, I guess if we always select all features per tree, the algorithm will use Gini (or something similar) to calculate the feature importance at each step, which won't create an randomness.
          $endgroup$
          – Duy Bui
          2 days ago













          $begingroup$
          lightgbm allows the user to set the random seeds used for row and column sampling.
          $endgroup$
          – bradS
          2 days ago




          $begingroup$
          lightgbm allows the user to set the random seeds used for row and column sampling.
          $endgroup$
          – bradS
          2 days ago




          1




          1




          $begingroup$
          @bradS: I didn't set the seed as a hyperparameter in the LightGBM but I checked again and seeds should be set as a fixed number by default. That means it should have the same result, which is not the case here. lightgbm.readthedocs.io/en/latest/Parameters.html
          $endgroup$
          – Duy Bui
          2 days ago





          $begingroup$
          @bradS: I didn't set the seed as a hyperparameter in the LightGBM but I checked again and seeds should be set as a fixed number by default. That means it should have the same result, which is not the case here. lightgbm.readthedocs.io/en/latest/Parameters.html
          $endgroup$
          – Duy Bui
          2 days ago












          1












          $begingroup$

          While the ordering of data is inconsequential in theory, it is important in practice. Considering you took steps to ensure reproducibility, Different ordering of data will alter your train-test split logic(unless you know for certain that the train sets and test sets in both cases are exactly the same). Though you don’t specify how you split the data it is highly possible that a certain assortment of data points makes the machine more robust to outliers and therefore offering better model performance.
          In the case that the train and test data is the same in both cases, you’d likely have to see if there is a seed/reproducibility measure (in any part of your code) that you have not taken.






          share|improve this answer








          New contributor




          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$












          • $begingroup$
            Sorry, I forgot to mention that. Will update my query. Train and test are exactly the same because I split them using the same random seed.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            @DuyBui a few suggestions to try: 1) if you are using Gpu set gpu_use_dp to true From: github.com/Microsoft/LightGBM/pull/560#issuecomment-304561654 2) set num_threads to a fixed number From: github.com/Microsoft/LightGBM/issues/632;
            $endgroup$
            – gbdata
            yesterday















          1












          $begingroup$

          While the ordering of data is inconsequential in theory, it is important in practice. Considering you took steps to ensure reproducibility, Different ordering of data will alter your train-test split logic(unless you know for certain that the train sets and test sets in both cases are exactly the same). Though you don’t specify how you split the data it is highly possible that a certain assortment of data points makes the machine more robust to outliers and therefore offering better model performance.
          In the case that the train and test data is the same in both cases, you’d likely have to see if there is a seed/reproducibility measure (in any part of your code) that you have not taken.






          share|improve this answer








          New contributor




          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$












          • $begingroup$
            Sorry, I forgot to mention that. Will update my query. Train and test are exactly the same because I split them using the same random seed.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            @DuyBui a few suggestions to try: 1) if you are using Gpu set gpu_use_dp to true From: github.com/Microsoft/LightGBM/pull/560#issuecomment-304561654 2) set num_threads to a fixed number From: github.com/Microsoft/LightGBM/issues/632;
            $endgroup$
            – gbdata
            yesterday













          1












          1








          1





          $begingroup$

          While the ordering of data is inconsequential in theory, it is important in practice. Considering you took steps to ensure reproducibility, Different ordering of data will alter your train-test split logic(unless you know for certain that the train sets and test sets in both cases are exactly the same). Though you don’t specify how you split the data it is highly possible that a certain assortment of data points makes the machine more robust to outliers and therefore offering better model performance.
          In the case that the train and test data is the same in both cases, you’d likely have to see if there is a seed/reproducibility measure (in any part of your code) that you have not taken.






          share|improve this answer








          New contributor




          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          $endgroup$



          While the ordering of data is inconsequential in theory, it is important in practice. Considering you took steps to ensure reproducibility, Different ordering of data will alter your train-test split logic(unless you know for certain that the train sets and test sets in both cases are exactly the same). Though you don’t specify how you split the data it is highly possible that a certain assortment of data points makes the machine more robust to outliers and therefore offering better model performance.
          In the case that the train and test data is the same in both cases, you’d likely have to see if there is a seed/reproducibility measure (in any part of your code) that you have not taken.







          share|improve this answer








          New contributor




          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.









          share|improve this answer



          share|improve this answer






          New contributor




          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.









          answered Apr 30 at 17:47









          gbdatagbdata

          335




          335




          New contributor




          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.





          New contributor





          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.






          gbdata is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
          Check out our Code of Conduct.











          • $begingroup$
            Sorry, I forgot to mention that. Will update my query. Train and test are exactly the same because I split them using the same random seed.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            @DuyBui a few suggestions to try: 1) if you are using Gpu set gpu_use_dp to true From: github.com/Microsoft/LightGBM/pull/560#issuecomment-304561654 2) set num_threads to a fixed number From: github.com/Microsoft/LightGBM/issues/632;
            $endgroup$
            – gbdata
            yesterday
















          • $begingroup$
            Sorry, I forgot to mention that. Will update my query. Train and test are exactly the same because I split them using the same random seed.
            $endgroup$
            – Duy Bui
            2 days ago











          • $begingroup$
            @DuyBui a few suggestions to try: 1) if you are using Gpu set gpu_use_dp to true From: github.com/Microsoft/LightGBM/pull/560#issuecomment-304561654 2) set num_threads to a fixed number From: github.com/Microsoft/LightGBM/issues/632;
            $endgroup$
            – gbdata
            yesterday















          $begingroup$
          Sorry, I forgot to mention that. Will update my query. Train and test are exactly the same because I split them using the same random seed.
          $endgroup$
          – Duy Bui
          2 days ago





          $begingroup$
          Sorry, I forgot to mention that. Will update my query. Train and test are exactly the same because I split them using the same random seed.
          $endgroup$
          – Duy Bui
          2 days ago













          $begingroup$
          @DuyBui a few suggestions to try: 1) if you are using Gpu set gpu_use_dp to true From: github.com/Microsoft/LightGBM/pull/560#issuecomment-304561654 2) set num_threads to a fixed number From: github.com/Microsoft/LightGBM/issues/632;
          $endgroup$
          – gbdata
          yesterday




          $begingroup$
          @DuyBui a few suggestions to try: 1) if you are using Gpu set gpu_use_dp to true From: github.com/Microsoft/LightGBM/pull/560#issuecomment-304561654 2) set num_threads to a fixed number From: github.com/Microsoft/LightGBM/issues/632;
          $endgroup$
          – gbdata
          yesterday










          Duy Bui is a new contributor. Be nice, and check out our Code of Conduct.









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          Duy Bui is a new contributor. Be nice, and check out our Code of Conduct.












          Duy Bui is a new contributor. Be nice, and check out our Code of Conduct.











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