Overfitting detection settings

early_stopping_rounds

Description

Sets the overfitting detector type to Iter and stops the training after the specified number of iterations since the iteration with the optimal metric value.

Type

int

Default value

False

Supported processing units

CPU and GPU

od_type

Command-line: --od-type

Description

The type of the overfitting detector to use.

Possible values:

• IncToDec
• Iter

Type
string

Default value

IncToDec

Supported processing units

CPU and GPU

od_pval

Command-line: --od-pval

Description

The threshold for the IncToDec overfitting detector type. The training is stopped when the specified value is reached. Requires that a validation dataset was input.

For best results, it is recommended to set a value in the range $[10^{–10}; 10^{-2}]$.

The larger the value, the earlier overfitting is detected.

Type

float

Default value

0 (the overfitting detection is turned off)

Supported processing units

CPU and GPU

od_wait

Command-line: --od-wait

Description

The number of iterations to continue the training after the iteration with the optimal metric value.
The purpose of this parameter differs depending on the selected overfitting detector type:

• IncToDec — Ignore the overfitting detector when the threshold is reached and continue learning for the specified number of iterations after the iteration with the optimal metric value.
• Iter — Consider the model overfitted and stop training after the specified number of iterations since the iteration with the optimal metric value.

Type

int

Default value

20

Supported processing units

CPU and GPU