I have been trying to implement a light gbm model with a custom loss function (SMAPE), however when I run it python crashes with the following error
Unhandled exception at 0x00007FF841D04E65 (lib_lightgbm.dll) in python.exe: 0xC0000005: Access violation reading location 0x000002624155B500
The lightgbm model seems to be running when there is no custom loss function and I am just using the inbuilt rmse.
What does this error mean? What can I do to rectify it? Thanks for your help in advance
def smape(preds, target):
'''
Function to calculate SMAPE
'''
n = len(preds)
masked_arr = ~(target==0)
preds, target = preds[masked_arr], target[masked_arr]
num = np.abs(preds-target)
denom = np.abs(target)
smape_val = (100*np.sum(num/denom))/n
return smape_val
def lgbm_smape(preds, train_data):
'''
Custom Evaluation Function for LGBM
'''
labels = train_data.get_label()
smape_val = smape(np.expm1(preds), np.expm1(labels))
return 'MAPE', smape_val, False
def grads(x, y) :
return 2 * y * (x - y) / ((x + y) * (x + y) * abs(x - y))
def hesss(x, y) :
return (-4 * y * (x - y)) / ((x + y) * (x + y) * (x + y) * abs(x - y))
def lgbm_obj(preds, train_data):
'''
Custom obj Function for LGBM
'''
labels = train_data.get_label()
masked_arr = ~((preds==0)&(labels==0))
preds, labels = preds[masked_arr], labels[masked_arr]
grad = grads(labels,preds)
hess = hesss(labels,preds)
return grad, hess
import lightgbm as lgb
params = {'task':'train',
'boosting_type':'dart',
'objective':'regression',
'metric': {'rmse'}, 'num_leaves': 100, 'learning_rate': 0.003,
'feature_fraction': 0.8, 'max_depth': 6, 'verbose': 0,
'num_boost_round':35000, 'nthread':-1
}
lgbtrain = lgb.Dataset(data=X_train.values,
label=y_train['demandQuantity'].values)
lgbval = lgb.Dataset(data=X_test.values,
label=y_test['demandQuantity'].values,
reference=lgbtrain)
model = lgb.train(params, lgbtrain,
num_boost_round=params['num_boost_round'],
valid_sets=[lgbtrain, lgbval], feval=lgbm_smape,
fobj=lgbm_obj,verbose_eval=200
)
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