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Using the Light GBM regressor, I have trained my data and, using Grid Search, I got the best parameters, but while testing with the best parameters I am getting different results each time, which means the model produces different results for each test iteration.

I ran the lightgbm twice with the same parameters, but got different results in validation. I found the only random seed parameter to be baggingSeed. After fixing baggingSeed, the problem also occurred. Should I fix any other parameters?

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  • $\begingroup$ There are a number of "seed" parameters available, but these are all set by default to fixed integers. Perhaps try deterministic=True? $\endgroup$
    – Ben Reiniger ♦
    Sep 20, 2021 at 18:25

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It seems it currently has an issue with data leakage in the cross validation function: https://github.com/microsoft/LightGBM/issues/4319

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  • $\begingroup$ While this is an important note, I do not see how it relates to the question. $\endgroup$
    – Ben Reiniger ♦
    Sep 20, 2021 at 18:19

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