如何优化xgboost？

Question

我想为 xgboost 分类器执行超参数调整。当我使用特定的超参数值时，我看到了一些错误。请告知调整超参数的正确方法，例如 max_feature、标准、损失等

def xgb_grid_search(X,y,nfolds):
    #create a dictionary of all values we want to test
    param_grid = {'learning_rate': (0.0001,0.001,0.01,0.05,0.1,0.15)
                 }
    # xgb model
    xgb_model=xgb.XGBClassifier()
    #use gridsearch to test all values
    xgb_gscv = GridSearchCV(xgb_model, param_grid, cv=nfolds)
    #fit model to data
    xgb_gscv.fit(X, y)
    return xgb_gscv.best_params_

Answer 1

不要将您的值括在方括号 ('learning_rate': (0.0001,0.001,0.01,0.05,0.1,0.15)) 中，而应使用方括号 ('learning_rate': [0.0001,0.001,0.01,0.05,0.1,0.15])。这是来自 this kaggle notebook 的示例：

def xgb_grid_search(X,y,nfolds):
    #create a dictionary of all values we want to test
    param_grid = { 'max_depth': [4,5,6] , 'min_child_weight':[4,5,6] ,'learning_rate': [0.05,0.1,0.5] ,'n_estimators': [20,50,100] }
    # decision tree model
    xgb_model=XGBClassifier()
    #use gridsearch to test all values
    xgb_gscv = GridSearchCV(xgb_model, param_grid, cv=nfolds)
    #fit model to data
    xgb_gscv.fit(X, y)
    print(xgb_gscv.best_params_)
    print(xgb_gscv.best_estimator_)
    print(xgb_gscv.best_score_)

本教程提供了相当全面的指南：https://www.analyticsvidhya.com/blog/2016/03/complete-guide-parameter-tuning-xgboost-with-codes-python/

如何优化xgboost？

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