xg_fit: XG Fit

Description Usage Arguments Examples

View source: R/xg_fit.R

Description

This function iterates over the selected parameter space to find the minimal OOS loss using xgboost cross validation

Usage

1
2
3
xg_fit(max_depth_vals = c(5), min_child_weight_vals = c(1), nrounds = 200,
  subsample_vals = c(0.6), eta_vals = c(0.3),
  colsample_bytree_vals = c(0.2), metrics = c("logloss"), ...)

Arguments

max_depth_vals

the values for max_depth to take

min_child_weight_vals

the values for min_child_weight to take

nrounds

the number of trees to build and cross validate

subsample_vals

the values for subsample to take

eta_vals

the values for eta to take

colsample_bytree_vals

the values for colsample_bytree to take

y

the target matrix

Examples

1
xgfit()

jakewalker56/jml documentation built on May 17, 2017, 7:42 a.m.