I understand that the loss metric can be used as linear, or log, or other things. This is documented at http://lightgbm.readthedocs.io/en/latest/Parameters.html?highlight=logloss#metric-parameters
I would like to understand how LightGBM works on variables with different scale. In other words, is it necessary for me to harmonize scale when running LightGBM? (I am used to linear regression where you need to get into linear scale.)
If I had inputs x1, x2, x3, output y and some noise N then here are a few examples of different scales.
- $y = x1 + x2 + x3 + N $
- $y = exp(x1 + x2 + x3 + N) $
- $y = log(x1 + x2 + x3 + N) $
- $y = sqrt(x1 + x2 + x3 + N) $
- $y = log(x1 * x2 * x3 * N) $