boosters/2022.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] [-0.61788469605939844:1.8040565760201812] [-0.83071716965415288:1.8327296855671462] [-0.92631946922227204:1.8344949110917155] [-1.2580496694487384:1.8380347377968396] [-1.9860403665914352:1.8415871394012073] [-2.552378897526324:1.9613670183715668] [-3.2142527626336603:2.2196907709015412] [-4.0192600588148402:2.5855324399874529] [0:0.80561461391018219] [0.00091161069662815076:0.40425691363658067] [0.0011938384969705921:0.23339548652078465] [-0.84181360201511335:0] [-0.92113245702730029:0] [-0.98287169236626692:0] [-3.8955064018090098:2.3931097872069946] [-0.65632353745963989:3.8593840737511957] [-0.83210531381334818:4.5430425574229307] [-0.94407269648156034:1.9829291112999754] [-27.631021115928547:22.029685476282346] [-29.850796685178324:16.829248453520776] [-35.165816991086487:16.815865843212741] [-34.736501834917206:14.538296422015669] [54040.21415:19564720509] [0:1.9458598726114651] [-0.58415841584158401:1.1687898089171973] [-0.56741811994895797:5.083333333333333] [0:1] [0.050000000000000003:0.94999999999999996] [-1.8697772650902109:1.8362726893377148] [-0.16232021495179394:0.24232081911262809] [-7.3404680316638169:7.6167715654538384] [-9.2233720368547758e+18:546] [0:1211] [0:1] [-13.140000000000001:44.869999999999997] [0:4] [-0.37084685571782217:0.21212137541116238] [0.0020095741698933629:0.059190102181894952] [-0.51480615624391191:0] [-0.39052196509616299:0.21555481458546688] [0.0071428571428571426:1] [0.0071428571428571426:1] [0.0071428571428571426:1] [0.0074074074074074077:1] [0.0071428571428571426:1] [0.0071428571428571426:1]
10 tree_sizes=6181
11
12 Tree=0
13 num_leaves=63
14 num_cat=0
15 split_feature=40 32 30 37 40 37 37 21 31 37 39 36 20 3 37 14 1 17 37 36 40 39 36 40 39 40 37 36 12 36 39 40 3 4 37 20 21 20 30 36 39 40 40 37 40 39 37 36 37 40 39 40 10 37 37 39 40 6 39 1 33 3
16 split_gain=0.990489 0.318896 0.265634 0.464093 1.06103 0.315605 0.415847 0.395015 0.378992 0.356638 0.278219 0.234235 0.344331 0.19101 0.18858 0.148865 0.135753 0.128276 0.149675 0.235933 0.180895 0.133308 0.124035 0.11937 0.457928 0.206979 0.183584 0.215187 0.183369 0.138252 0.115005 0.186466 0.106413 0.0985929 0.0953785 0.0928422 0.0892436 0.0865729 0.0663451 0.106748 0.0638532 0.0854888 0.0698629 0.198263 0.116893 0.0666694 0.064926 0.0617469 0.111776 0.0908722 0.0614339 0.0683492 0.0576146 0.0572273 0.176864 0.0661566 0.246695 0.0806949 0.0566049 0.0555398 0.0536064 0.052657
17 threshold=-0.31048544068570916 50.500000000000007 0.012491952702523608 -0.11169944738049108 -0.11102917575153036 -0.26231838636356514 -0.19516906463043823 0.11692304558547929 -2.439933680367218 -0.16012680522104536 -0.32557708178878614 1.5000000000000002 0.17267919060409834 -0.12029180218587456 -0.16012680522104536 -0.51294802654505001 -0.034868485419264565 -0.26702543320561956 -0.069061103649441943 1.0000000180025095e-35 -0.12185593245728026 -0.35241951357857298 3.5000000000000004 -0.18295049711850789 -0.39739304366855344 -0.11102917575153036 -0.012620555781427177 1.5000000000000002 -0.083960758647819031 2.5000000000000004 -0.42180865793238581 -0.25037538924581187 -0.0037738632694239711 -0.1673423041075586 -0.093849837115154586 0.16882765465712704 0.090307860364974971 -0.55663593037979975 -0.0078022582180608925 3.5000000000000004 -0.10088075536901696 -0.063629776046180406 -0.075896783956775613 -0.11169944738049108 -0.060577353853306863 -0.10604911365541313 -0.11169944738049108 2.5000000000000004 -0.08809716359100371 -0.084193400182947117 -0.22558688214753977 -0.056834102241284316 0.045560053248547026 -0.069061103649441943 -0.063751042246642506 -0.39739304366855344 -0.23737320269274373 -0.35275897011060281 -0.10858818091843774 -0.00304543494285836 4.5000000000000009 -0.022299482152075441
18 decision_type=8 2 2 8 10 8 8 10 10 8 10 2 10 10 10 8 10 8 8 2 10 10 2 8 10 8 10 2 8 2 10 10 10 10 10 10 10 10 2 2 10 10 10 10 10 10 10 2 10 10 8 10 10 8 8 8 8 10 10 8 2 10
19 left_child=1 11 5 4 15 8 7 32 -2 13 -10 14 -13 -8 -1 -4 -15 22 19 20 21 -19 50 24 29 28 27 -26 -25 52 -31 -32 -7 34 -21 -28 -37 -5 39 -35 42 -42 46 -44 -45 -46 -40 48 -48 -49 -11 -52 -20 -39 -55 57 -57 -56 -22 -30 -27 -41
20 right_child=2 -3 3 37 -6 6 9 -9 10 17 -12 12 -14 16 -16 -17 -18 18 23 33 58 -23 -24 25 26 60 35 -29 59 30 31 -33 -34 38 -36 36 -38 53 40 61 41 -43 43 44 45 -47 47 49 -50 -51 51 -53 -54 54 55 56 -58 -59 -60 -61 -62 -63
21 leaf_value=0.0019521398724623884 0.0019621535749967619 0.0021226579432351337 0.0008461194989457816 -0.00025379462449017729 -0.0015804345244628359 -1.8570651630378651e-05 0.0017557071717257532 -0.0009150263970861014 0.0011629792245308923 -2.9842818674132856e-05 -0.00012666143642576193 9.3149803268124433e-05 0.0015546087031764345 0.00025742933701989234 0.00079909574535756678 7.1406392600439179e-05 0.0011397289085433304 0.0008279080395808768 0.00064559284463120152 -0.00024148387454211491 0.00053012861735415883 0.0018473132335823004 -0.00051237205940639114 0.0014077765927071834 3.7056107097177744e-06 0.00048308609661420679 -3.4051364259461952e-05 -0.0010864365687740453 0.00081725691881213156 0.00080893475254808502 0.00067759233388193531 -0.00050612399199616732 0.00087130579737984093 0.00073065184672628546 0.00054646322772406103 0.00097037085870699214 9.1028240712325882e-05 0.00054351840954129757 0.00073750905500673963 3.2745903454032654e-05 0.0011298111874923197 0.00051693634692016313 -0.00062171027854844118 -1.5472464800406053e-05 0.00088397927137059636 0.00024855519026338309 -0.00013569510131621417 0.00033872624368328744 0.00056420639021534391 0.00091575504650053983 0.00085929811472696153 0.00015975920587581172 0.0010965189286810337 -0.00044849205131596291 0.0011463985388824758 -0.00046681830072293405 0.00037224691570926879 0.00045258903872051018 0.00094672707345046735 0.00036794744753755712 0.00042875705338959926 0.00063612251675006475
22 leaf_weight=302 260 281 288 200 368 288 241 398 341 351 268 411 223 272 222 981 369 218 939 319 816 247 228 339 378 17257 826 287 511 225 206 284 207 2092 243 200 214 1591 624 342 237 1473 218 418 375 245 441 730 383 369 235 268 350 242 205 322 13353 564 458 479 309102 209
23 leaf_count=302 260 281 288 200 368 288 241 398 341 351 268 411 223 272 222 981 369 218 939 319 816 247 228 339 378 17257 826 287 511 225 206 284 207 2092 243 200 214 1591 624 342 237 1473 218 418 375 245 441 730 383 369 235 268 350 242 205 322 13353 564 458 479 309102 209
24 internal_value=0.000432228 0.00121748 0.000429121 0.000317137 -0.000164466 0.000434988 0.000433548 -0.000212635 0.00100566 0.000435228 0.000595467 0.000996557 0.000608154 0.00103737 0.00146527 0.000247415 0.000765647 0.000433678 0.00043471 0.000546455 0.000865409 0.00137127 0.000107696 0.000431186 0.000266405 0.000433152 -6.65077e-05 -0.000468351 0.000806639 0.000582963 0.000248563 -8.99412e-06 0.000353694 0.00048279 9.88096e-05 0.000149549 0.000516104 0.000365018 0.000509287 0.000632832 0.000450032 0.000602237 0.000381568 0.000198557 0.000371678 0.000632993 0.000471872 0.000385561 0.000189389 0.000532733 0.000274152 0.00048678 0.000768452 0.000372663 0.000354147 0.000367655 0.000352425 0.000638232 0.000680181 0.000600018 0.00043163 0.000261567
25 internal_weight=365333 1439 363894 18114 1637 345780 344911 893 869 344018 609 1158 634 882 524 1269 641 343136 342054 10457 1739 465 1082 331597 3909 327688 1905 665 1329 2004 715 490 495 8718 562 1240 414 16477 8156 2643 5513 1710 3803 1256 1038 620 2547 1923 824 1099 854 503 1289 16277 14686 14444 13675 769 1274 990 326359 551
26 internal_count=365333 1439 363894 18114 1637 345780 344911 893 869 344018 609 1158 634 882 524 1269 641 343136 342054 10457 1739 465 1082 331597 3909 327688 1905 665 1329 2004 715 490 495 8718 562 1240 414 16477 8156 2643 5513 1710 3803 1256 1038 620 2547 1923 824 1099 854 503 1289 16277 14686 14444 13675 769 1274 990 326359 551
27 is_linear=0
28 shrinkage=1
29
30
31 end of trees
32
33 feature_importances:
34 spy_ret_20=13
35 spy_over_ma_200=12
36 spy_dd_252=9
37 dow=7
38 ret_5d=3
39 logv_over_ma_5=3
40 ret_2d=2
41 logv_over_ma_20=2
42 vwap_gap=2
43 ret_10d=1
44 ret_60d=1
45 vol_20d=1
46 dd_20d=1
47 dd_252d=1
48 px_over_ma_50=1
49 ret_z60=1
50 days_since_earn=1
51 days_until_earn=1
52
53 parameters:
54 [boosting: gbdt]
55 [objective: regression]
56 [metric: l2]
57 [tree_learner: serial]
58 [device_type: cpu]
59 [data_sample_strategy: bagging]
60 [data: ]
61 [valid: ]
62 [num_iterations: 2000]
63 [learning_rate: 0.03]
64 [num_leaves: 63]
65 [num_threads: 0]
66 [seed: 0]
67 [deterministic: 0]
68 [force_col_wise: 0]
69 [force_row_wise: 0]
70 [histogram_pool_size: -1]
71 [max_depth: -1]
72 [min_data_in_leaf: 200]
73 [min_sum_hessian_in_leaf: 0.001]
74 [bagging_fraction: 0.8]
75 [pos_bagging_fraction: 1]
76 [neg_bagging_fraction: 1]
77 [bagging_freq: 5]
78 [bagging_seed: 3]
79 [bagging_by_query: 0]
80 [feature_fraction: 0.8]
81 [feature_fraction_bynode: 1]
82 [feature_fraction_seed: 2]
83 [extra_trees: 0]
84 [extra_seed: 6]
85 [early_stopping_round: 0]
86 [early_stopping_min_delta: 0]
87 [first_metric_only: 0]
88 [max_delta_step: 0]
89 [lambda_l1: 0]
90 [lambda_l2: 1]
91 [linear_lambda: 0]
92 [min_gain_to_split: 0]
93 [drop_rate: 0.1]
94 [max_drop: 50]
95 [skip_drop: 0.5]
96 [xgboost_dart_mode: 0]
97 [uniform_drop: 0]
98 [drop_seed: 4]
99 [top_rate: 0.2]
100 [other_rate: 0.1]
101 [min_data_per_group: 100]
102 [max_cat_threshold: 32]
103 [cat_l2: 10]
104 [cat_smooth: 10]
105 [max_cat_to_onehot: 4]
106 [top_k: 20]
107 [monotone_constraints: ]
108 [monotone_constraints_method: basic]
109 [monotone_penalty: 0]
110 [feature_contri: ]
111 [forcedsplits_filename: ]
112 [refit_decay_rate: 0.9]
113 [cegb_tradeoff: 1]
114 [cegb_penalty_split: 0]
115 [cegb_penalty_feature_lazy: ]
116 [cegb_penalty_feature_coupled: ]
117 [path_smooth: 0]
118 [interaction_constraints: ]
119 [verbosity: -1]
120 [saved_feature_importance_type: 0]
121 [use_quantized_grad: 0]
122 [num_grad_quant_bins: 4]
123 [quant_train_renew_leaf: 0]
124 [stochastic_rounding: 1]
125 [linear_tree: 0]
126 [max_bin: 255]
127 [max_bin_by_feature: ]
128 [min_data_in_bin: 3]
129 [bin_construct_sample_cnt: 200000]
130 [data_random_seed: 1]
131 [is_enable_sparse: 1]
132 [enable_bundle: 1]
133 [use_missing: 1]
134 [zero_as_missing: 0]
135 [feature_pre_filter: 1]
136 [pre_partition: 0]
137 [two_round: 0]
138 [header: 0]
139 [label_column: ]
140 [weight_column: ]
141 [group_column: ]
142 [ignore_column: ]
143 [categorical_feature: ]
144 [forcedbins_filename: ]
145 [precise_float_parser: 0]
146 [parser_config_file: ]
147 [objective_seed: 5]
148 [num_class: 1]
149 [is_unbalance: 0]
150 [scale_pos_weight: 1]
151 [sigmoid: 1]
152 [boost_from_average: 1]
153 [reg_sqrt: 0]
154 [alpha: 0.9]
155 [fair_c: 1]
156 [poisson_max_delta_step: 0.7]
157 [tweedie_variance_power: 1.5]
158 [lambdarank_truncation_level: 30]
159 [lambdarank_norm: 1]
160 [label_gain: ]
161 [lambdarank_position_bias_regularization: 0]
162 [eval_at: ]
163 [multi_error_top_k: 1]
164 [auc_mu_weights: ]
165 [num_machines: 1]
166 [local_listen_port: 12400]
167 [time_out: 120]
168 [machine_list_filename: ]
169 [machines: ]
170 [gpu_platform_id: -1]
171 [gpu_device_id: -1]
172 [gpu_use_dp: 0]
173 [num_gpu: 1]
174
175 end of parameters
176
177 pandas_categorical:null
178