Relative Content

Tag Archive for xgboostlightgbm

How to refit a lightGBM classifier?

I have time series data that I have to fit a classifier, I would like to re-train it every month with new data coming in. I would like to keep some consistency, so I prefer to pre_warm the tree with the previous boosting trees and refit the data, or just iterate few times to get the results I need. In other words, I want a similar tree structure more or less.