2

I'm using the tweedie option for the objective parameter of the lightgbm package.

According to wikipedia, the tweedie distribution has a free parameter p, but I can't seem to find the way to give it a value.

Does anyone know how to do it? What is the value by default?

Jaime o.
  • 21
  • 3

1 Answers1

0

from lightgbm documentation

it's known as tweedie_variance_power. it's used to control the variance of the tweedie distribution and must be set into this interval 1 <= p <= 2

set this closer to 2 to shift towards a Gamma distribution

set this closer to 1 to shift towards a Poisson distribution

default value = 1.5

Marco Cerliani
  • 21,233
  • 3
  • 49
  • 54