microsoft / microsoft/SynapseML

[Lightgbm] Support saving checkpoints during training

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Dominant language
Scala
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Description

**Is your feature request related to a problem? Please describe.**
Hi, @imatiach-msft , I'm using mmlspark lightgbm to train a ranking model that costs about 9 to 10 hours on a large dataset. My spark is deployed on yarn, there are several times the training job is failed caused by the lost node on my yarn cluster.
Can mmlspark lightgbm support saving checkpoints during training so that we can continue training next time?

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**Additional context**
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Research direction

Start by locating the mmlspark LightGBM training entry point and reviewing how the ranking model runs on Spark/YARN. Clarify the checkpoint and resume requirements, including what training state must persist; done means a failed training job can continue from a saved checkpoint and the behavior is verified for this workload.

Written by the indexing model from the issue text.

Assessment

Tech stack
scala, spark
Domain
distributed-systems, machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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