microsoft / microsoft/SynapseML
Question : Why are regression tree ensemble predictions inconsistent with the ones from microsoft/LightGBM
@imatiach-msft is already working on this.
Since Jun 1, 2020.
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Description
Hello,
I inherited from a stored tree model trained using the python API from microsoft/LightGBM, which from my understanding uses the same underlying C++ code as this one.
Since the saved .txt file has the same format, I can load the model using the pyspark API provided in this repository. However the computed predictions are often slightly - sometimes completly - off when comparing to the ones I get using the original non-spark API.
This is a little odd to me as training aside, I would expect the evaluation of the same tree ensemble to give roughly identical results regardless of implementation. I'm guessing this stems from a different way of evaluating the model maybe due to distributed computing ?
While the interest of such a compatibility might be debatable, I would like to understand where lies the difference. Especially, if it is because of parallel computing, or if a certain set of parameters can help me achieve the same results.
Can you give me pointers so I can learn a little more about what is going on ?
Thanks !
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