boosters/2010.txt
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1 tree
2 version=v4
3 num_class=1
4 num_tree_per_iteration=1
5 label_index=0
6 max_feature_idx=46
7 objective=regression
8 feature_names=logret_1d ret_2d ret_3d ret_5d ret_10d ret_20d ret_60d ret_120d ret_252d vol_5d vol_20d vol_60d dd_20d dd_60d dd_252d mom_12_1 px_over_ma_20 px_over_ma_50 px_over_ma_200 logv logv_over_ma_5 logv_over_ma_20 logv_over_ma_60 dollar_vol_20 range_pct body_pct gap_pct up_frac_10 up_frac_20 ret_20d_chg vwap_gap ret_z60 days_since_earn days_until_earn near_earn_window eps_est_known dow spy_ret_20 spy_vol_20 spy_dd_252 spy_over_ma_200 xs_ret_5d xs_ret_20d xs_vol_20d xs_mom_12_1 xs_px_over_ma_50 xs_dd_60d
9 feature_infos=[-0.84035579849192166:1.802291350495612] [-0.80701937822433001:1.8183700016895319] [-0.83071716965415288:1.8327296855671462] [-0.92631946922227204:1.8344949110917155] [-1.1426257293784507:1.8380347377968396] [-1.9860403665914352:1.8415871394012073] [-2.6511786901476038:1.9652470251660243] [-3.2142527626336603:2.045221257474247] [-4.0192600588148402:2.0056804466792149] [0:0.80967222104679593] [0.00098142398825619339:0.40425691363658067] [0.0011668146915837947:0.23339548652078465] [-0.84181360201511335:0] [-0.93175765645805597:0] [-0.98287169236626692:0] [-4.0411825324924884:1.8964053157163441] [-0.65632353745963989:3.8593840737511957] [-0.83210531381334818:4.5430425574229307] [-0.94407269648156034:1.0659513053979399] [9.532423871145296:21.939086279613662] [-1.8031130469288641:2.8130929171308878] [-2.1334588194520148:3.0342356589770247] [-2.4577493333190681:3.3570590526858428] [1735013.3384999998:8088748425.7380009] [0.00088495575221252771:2.5956454121306387] [-0.59259259259259245:1.1687898089171973] [-0.56741811994895797:5.083333333333333] [0:1] [0.10000000000000001:0.94999999999999996] [-1.8706260200997955:1.8362726893377148] [-0.24941065535124946:0.24232081911262809] [-6.8239673504492826:7.6167715654538384] [-9.2233720368547758e+18:379] [0:546] [0:1] [-13.140000000000001:11.32] [0:4] [-0.34819673770094894:0.21212137541116238] [0.0034465388182953385:0.059190102181894952] [-0.51480615624391191:0] [-0.39052196509616299:0.099462988141347131] [0.0090090090090090089:1] [0.0090090090090090089:1] [0.0090090090090090089:1] [0.0090090090090090089:1] [0.0090090090090090089:1] [0.0090090090090090089:1]
10 tree_sizes=6231
11
12 Tree=0
13 num_leaves=63
14 num_cat=0
15 split_feature=40 37 37 39 39 40 39 40 40 4 37 36 6 39 37 37 40 43 37 37 37 37 39 1 20 20 40 39 37 40 39 39 39 39 37 39 39 36 36 40 37 1 37 36 43 40 37 22 37 39 39 39 0 9 37 37 37 10 39 36 37 37
16 split_gain=1.04163 0.595271 0.354542 1.11071 0.223515 0.178179 0.951814 0.405475 0.314181 0.233984 0.277032 0.26416 0.216428 0.215609 0.191705 0.210123 0.224509 0.162269 0.161646 0.116132 0.179153 0.217896 0.130039 0.11156 0.109883 0.102911 0.102392 0.268751 0.10874 0.213188 0.21659 0.143743 0.142886 0.134343 0.128915 0.123884 0.120957 0.10035 0.0995642 0.0994844 0.17292 0.183262 0.127686 0.13302 0.0887424 0.0872545 0.154027 0.083437 0.0809523 0.137618 0.0766719 0.180695 0.0764052 0.10793 0.0744189 0.0740918 0.0716047 0.0715876 0.0699327 0.144347 0.0690264 0.0689864
17 threshold=-0.31048544068570916 -0.20492298478635315 -0.16177731319841013 -0.37058571078523428 -0.48421975452951482 -0.20501335712836702 -0.39739304366855344 -0.26338124365604948 -0.21600598161216958 -0.07935937379934542 -0.0948463161133941 1.5000000000000002 -0.54663474972925097 -0.41489205533403828 0.064386044368527809 -0.059525601175350655 -0.25865870869718205 0.69194823867721078 -0.10633962546543828 -0.091103622983352381 -0.07455433951067246 -0.063155445168361343 -0.097193487451650615 -0.029072868347105315 0.15908792491869853 0.035653171856314898 -0.16594388623206549 -0.40127605688681073 0.1045375592638469 -0.10086643236312835 -0.16906539534046952 -0.34744926865288195 -0.075791350331215077 -0.22249707654942882 0.060470268083666408 -0.32129070573097096 -0.38422949542178059 2.5000000000000004 1.5000000000000002 -0.074836965020273691 -0.0020696841433949227 0.056015560337908117 -0.050263709966338325 1.0000000180025095e-35 0.79908256880733963 -0.038251651195485785 -0.040732067963280542 -0.2735040078389836 0.014321724780556712 -0.099577224071242185 -0.41000644102820039 -0.44859668760615889 0.016676103356615405 0.049758353381109392 -0.013162219204438495 0.040005333348307033 -0.035494268185396909 0.024734483103124677 -0.37058571078523428 3.5000000000000004 0.03676798707694396 0.010616213779262031
18 decision_type=8 10 8 10 10 8 10 10 10 10 10 2 10 8 10 10 10 10 8 8 8 8 10 10 10 10 8 8 10 8 10 8 8 10 10 10 10 2 2 10 10 10 10 2 10 10 10 10 10 10 10 10 10 10 10 10 8 10 10 2 10 10
19 left_child=1 -1 3 37 23 6 9 -8 14 10 -4 -12 -11 -7 15 -9 -17 54 24 -20 -21 22 -22 -3 -15 -6 -23 -28 29 30 33 58 34 -29 35 -33 -30 -2 -14 42 41 45 -37 57 -36 46 -41 -16 49 61 51 -40 53 -5 -18 60 -45 -44 -31 -60 -50 -42
20 right_child=2 4 5 52 25 13 7 8 -10 12 11 -13 38 18 47 16 17 -19 19 20 21 26 -24 -25 -26 -27 27 28 36 31 -32 32 -34 -35 44 39 -38 -39 50 40 48 -43 43 56 -46 -47 -48 -49 55 -51 -52 -53 -54 -55 -56 -57 -58 -59 59 -61 -62 -63
21 leaf_value=0.0017502572630072645 0.00046470894454681672 0.00026454622334742427 -0.0010222620204181933 -0.0012834453559970121 0.00036342424763420231 0.00065160884850754485 -0.0016282137582887299 9.3218987605559481e-05 -0.0014963621968381248 0.0010197128565688444 0.00060561692065065501 -0.00044930348762598621 0.00034391594659810825 5.0509508500844337e-05 0.00058901639762294145 8.759368992847458e-05 -0.0010179707409756703 -0.0014224039359692522 -0.0004727805878895013 0.00019711501850950861 -0.00092559613556007759 -0.00047341571389559578 -0.00016122545760391993 -0.00061539399108560659 0.0010047623738946719 0.0012063524466169805 0.00085139811739419285 0.00024194563918718929 -0.00012451211049544725 -0.00017074092120526548 -0.00047992866546936051 0.00047461698001681236 -7.5395872584020412e-05 0.00095686442123495217 -0.00034657408940726739 -0.00037959298473707172 -0.00096862080490436138 -0.00021439676423397016 0.00028312577482937629 -0.0001907041872197868 7.3861156009272168e-05 -0.001196279419122947 0.00018132916351154405 0.00023181407523265694 -0.00099791104177849644 -0.00013477828721958154 -0.0006606567929507859 -0.00023338548143007743 -0.00018170729788868331 -0.000457508582571664 0.00018437295010734409 -0.00054099061339134226 -0.001029367263316676 -0.0022542024365065408 -0.00042403918488821257 3.1194243016676755e-05 -0.00012789226021183803 0.00095881645887654465 0.00010658773088415843 0.00095272138758842361 -0.00052479913529951004 0.00055930385703806176
22 leaf_weight=368 451 338 349 222 257 357 345 360 270 253 356 531 1013 237 203 255 311 361 703 1966 445 614 364 209 200 267 274 702 361 265 261 278 62930 357 923 723 264 345 403 1285 972 221 224 709 236 1561 1227 243 3490 356 837 587 201 201 490 1236 1668 204 543 272 621 361
23 leaf_count=368 451 338 349 222 257 357 345 360 270 253 356 531 1013 237 203 255 311 361 703 1966 445 614 364 209 200 267 274 702 361 265 261 278 62930 357 923 723 264 345 403 1285 972 221 224 709 236 1561 1227 243 3490 356 837 587 201 201 490 1236 1668 204 543 272 621 361
24 internal_value=-8.99558e-05 0.000710916 -0.000101969 -0.000572317 0.00035241 -9.49022e-05 -0.000238695 -0.000665582 -0.000531803 4.12322e-05 -0.000307548 -2.56018e-05 0.000180634 -8.31106e-05 -0.00041407 -0.000553591 -0.000717931 -0.000894704 -8.61322e-05 -8.90392e-05 -8.58947e-05 -9.2526e-05 -0.000582189 -7.20105e-05 0.00048874 0.000794582 -8.77553e-05 -8.48813e-05 -8.80117e-05 -8.4991e-05 0.000293023 -9.12092e-05 -9.58975e-05 0.000483712 -0.000175069 -0.000151706 -0.000481898 0.000170586 0.000105521 -0.000163462 -0.000206777 -0.000356778 -2.43621e-05 6.72708e-05 -0.00047987 -0.000310966 -0.000420391 0.000141618 -0.000115209 6.57893e-05 -2.68247e-05 -0.000205479 -0.0015189 -0.00174874 -0.000655512 -0.000172401 -2.05107e-05 0.000553488 0.000252395 0.00038991 -0.000233627 0.000205716
25 internal_weight=97436 1439 95997 1420 1071 94577 7167 2838 2493 4329 1236 887 3093 87410 2223 1777 1417 1162 87053 86616 85913 83947 809 547 437 524 83138 82524 82250 81625 1320 80305 79225 1059 16295 15136 625 796 2840 14858 11330 4294 3528 2805 1159 4073 2512 446 7036 1689 1827 990 624 423 801 5347 2377 428 1080 815 4111 1333
26 internal_count=97436 1439 95997 1420 1071 94577 7167 2838 2493 4329 1236 887 3093 87410 2223 1777 1417 1162 87053 86616 85913 83947 809 547 437 524 83138 82524 82250 81625 1320 80305 79225 1059 16295 15136 625 796 2840 14858 11330 4294 3528 2805 1159 4073 2512 446 7036 1689 1827 990 624 423 801 5347 2377 428 1080 815 4111 1333
27 is_linear=0
28 shrinkage=1
29
30
31 end of trees
32
33 feature_importances:
34 spy_ret_20=20
35 spy_dd_252=16
36 spy_over_ma_200=9
37 dow=5
38 ret_2d=2
39 logv_over_ma_5=2
40 xs_vol_20d=2
41 logret_1d=1
42 ret_10d=1
43 ret_60d=1
44 vol_5d=1
45 vol_20d=1
46 logv_over_ma_60=1
47
48 parameters:
49 [boosting: gbdt]
50 [objective: regression]
51 [metric: l2]
52 [tree_learner: serial]
53 [device_type: cpu]
54 [data_sample_strategy: bagging]
55 [data: ]
56 [valid: ]
57 [num_iterations: 2000]
58 [learning_rate: 0.03]
59 [num_leaves: 63]
60 [num_threads: 0]
61 [seed: 0]
62 [deterministic: 0]
63 [force_col_wise: 0]
64 [force_row_wise: 0]
65 [histogram_pool_size: -1]
66 [max_depth: -1]
67 [min_data_in_leaf: 200]
68 [min_sum_hessian_in_leaf: 0.001]
69 [bagging_fraction: 0.8]
70 [pos_bagging_fraction: 1]
71 [neg_bagging_fraction: 1]
72 [bagging_freq: 5]
73 [bagging_seed: 3]
74 [bagging_by_query: 0]
75 [feature_fraction: 0.8]
76 [feature_fraction_bynode: 1]
77 [feature_fraction_seed: 2]
78 [extra_trees: 0]
79 [extra_seed: 6]
80 [early_stopping_round: 0]
81 [early_stopping_min_delta: 0]
82 [first_metric_only: 0]
83 [max_delta_step: 0]
84 [lambda_l1: 0]
85 [lambda_l2: 1]
86 [linear_lambda: 0]
87 [min_gain_to_split: 0]
88 [drop_rate: 0.1]
89 [max_drop: 50]
90 [skip_drop: 0.5]
91 [xgboost_dart_mode: 0]
92 [uniform_drop: 0]
93 [drop_seed: 4]
94 [top_rate: 0.2]
95 [other_rate: 0.1]
96 [min_data_per_group: 100]
97 [max_cat_threshold: 32]
98 [cat_l2: 10]
99 [cat_smooth: 10]
100 [max_cat_to_onehot: 4]
101 [top_k: 20]
102 [monotone_constraints: ]
103 [monotone_constraints_method: basic]
104 [monotone_penalty: 0]
105 [feature_contri: ]
106 [forcedsplits_filename: ]
107 [refit_decay_rate: 0.9]
108 [cegb_tradeoff: 1]
109 [cegb_penalty_split: 0]
110 [cegb_penalty_feature_lazy: ]
111 [cegb_penalty_feature_coupled: ]
112 [path_smooth: 0]
113 [interaction_constraints: ]
114 [verbosity: -1]
115 [saved_feature_importance_type: 0]
116 [use_quantized_grad: 0]
117 [num_grad_quant_bins: 4]
118 [quant_train_renew_leaf: 0]
119 [stochastic_rounding: 1]
120 [linear_tree: 0]
121 [max_bin: 255]
122 [max_bin_by_feature: ]
123 [min_data_in_bin: 3]
124 [bin_construct_sample_cnt: 200000]
125 [data_random_seed: 1]
126 [is_enable_sparse: 1]
127 [enable_bundle: 1]
128 [use_missing: 1]
129 [zero_as_missing: 0]
130 [feature_pre_filter: 1]
131 [pre_partition: 0]
132 [two_round: 0]
133 [header: 0]
134 [label_column: ]
135 [weight_column: ]
136 [group_column: ]
137 [ignore_column: ]
138 [categorical_feature: ]
139 [forcedbins_filename: ]
140 [precise_float_parser: 0]
141 [parser_config_file: ]
142 [objective_seed: 5]
143 [num_class: 1]
144 [is_unbalance: 0]
145 [scale_pos_weight: 1]
146 [sigmoid: 1]
147 [boost_from_average: 1]
148 [reg_sqrt: 0]
149 [alpha: 0.9]
150 [fair_c: 1]
151 [poisson_max_delta_step: 0.7]
152 [tweedie_variance_power: 1.5]
153 [lambdarank_truncation_level: 30]
154 [lambdarank_norm: 1]
155 [label_gain: ]
156 [lambdarank_position_bias_regularization: 0]
157 [eval_at: ]
158 [multi_error_top_k: 1]
159 [auc_mu_weights: ]
160 [num_machines: 1]
161 [local_listen_port: 12400]
162 [time_out: 120]
163 [machine_list_filename: ]
164 [machines: ]
165 [gpu_platform_id: -1]
166 [gpu_device_id: -1]
167 [gpu_use_dp: 0]
168 [num_gpu: 1]
169
170 end of parameters
171
172 pandas_categorical:null
173