Stacking Based LightGBM-CatBoost-RandomForest Algorithm and Its Application in Big Data Modeling

Zhihong Wang, Hongru Ren, Renquan Lu, Lirong Huang
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Abstract

Recent years, the application of big data model prediction in various fields has been increasing, but the improvement of model accuracy has always been a major problem. Integrating multiple base classifiers by using an ensemble algorithm is an efficient way to improve model accuracy. In this paper, LightGBM, CatBoost and RandomForest are used as base classifiers, and the Stacking method in ensemble learning is used to build a combined model of LightGBM-CatBoost-Random-Forest. A comparative experiment is carried out with the SVM-KNN combination model based on the soft voting method in the existing literature. The results show that the Stacking-based on LightGBM-CatBoost-RandomForest combined model has good performance in the four model evaluation indicators of accuracy, precision, recall and F1 score.
基于堆叠的LightGBM-CatBoost-RandomForest算法及其在大数据建模中的应用
近年来,大数据模型预测在各个领域的应用越来越多,但模型精度的提高一直是一个主要问题。使用集成算法集成多个基分类器是提高模型精度的有效方法。本文采用LightGBM、CatBoost和RandomForest作为基分类器,采用集成学习中的叠加方法构建LightGBM-CatBoost- random - forest组合模型。与已有文献中基于软投票方法的SVM-KNN组合模型进行了对比实验。结果表明,基于堆叠的LightGBM-CatBoost-RandomForest组合模型在准确率、精密度、召回率和F1分数四个模型评价指标上都有较好的表现。
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