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chore: update samples and comments to use lightgbm / xgboost

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instead of catboost
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Matthias
2025-12-22 07:13:10 +01:00
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docs/freqai-configuration.md
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@@ -200,14 +200,14 @@ If this value is set, FreqAI will initially use the predictions from the trainin
## Using different prediction models
FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `CatBoost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`.
FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`.
Regression and classification models differ in what targets they predict - a regression model will predict a target of continuous values, for example what price BTC will be at tomorrow, whilst a classifier will predict a target of discrete values, for example if the price of BTC will go up tomorrow or not. This means that you have to specify your targets differently depending on which model type you are using (see details [below](#setting-model-targets)).
All of the aforementioned model libraries implement gradient boosted decision tree algorithms. They all work on the principle of ensemble learning, where predictions from multiple simple learners are combined to get a final prediction that is more stable and generalized. The simple learners in this case are decision trees. Gradient boosting refers to the method of learning, where each simple learner is built in sequence - the subsequent learner is used to improve on the error from the previous learner. If you want to learn more about the different model libraries you can find the information in their respective docs:
* CatBoost: https://catboost.ai/en/docs/
* LightGBM: https://lightgbm.readthedocs.io/en/v3.3.2/#
* CatBoost: <https://catboost.ai/en/docs/> (No longer actively supported since 2025.12)
* LightGBM: <https://lightgbm.readthedocs.io/en/v3.3.2/#>
* XGBoost: https://xgboost.readthedocs.io/en/stable/#
There are also numerous online articles describing and comparing the algorithms. Some relatively lightweight examples would be [CatBoost vs. LightGBM vs. XGBoost — Which is the best algorithm?](https://towardsdatascience.com/catboost-vs-lightgbm-vs-xgboost-c80f40662924#:~:text=In%20CatBoost%2C%20symmetric%20trees%2C%20or,the%20same%20depth%20can%20differ.) and [XGBoost, LightGBM or CatBoost — which boosting algorithm should I use?](https://medium.com/riskified-technology/xgboost-lightgbm-or-catboost-which-boosting-algorithm-should-i-use-e7fda7bb36bc). Keep in mind that the performance of each model is highly dependent on the application and so any reported metrics might not be true for your particular use of the model.
@@ -219,7 +219,7 @@ Make sure to use unique names to avoid overriding built-in models.
#### Regressors
If you are using a regressor, you need to specify a target that has continuous values. FreqAI includes a variety of regressors, such as the `CatboostRegressor`via the flag `--freqaimodel CatboostRegressor`. An example of how you could set a regression target for predicting the price 100 candles into the future would be
If you are using a regressor, you need to specify a target that has continuous values. FreqAI includes a variety of regressors, such as the `LightGBMRegressor`via the flag `--freqaimodel LightGBMRegressor`. An example of how you could set a regression target for predicting the price 100 candles into the future would be
```python
df['&s-close_price'] = df['close'].shift(-100)
@@ -229,7 +229,7 @@ If you want to predict multiple targets, you need to define multiple labels usin
#### Classifiers
If you are using a classifier, you need to specify a target that has discrete values. FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example, if you want to predict if the price 100 candles into the future goes up or down you would set
If you are using a classifier, you need to specify a target that has discrete values. FreqAI includes a variety of classifiers, such as the `LightGBMClassifier` via the flag `--freqaimodel LightGBMClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example, if you want to predict if the price 100 candles into the future goes up or down you would set
```python
df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')