xg_fit: XG Fit

In jakewalker56/jml: Jeneral Machine Learning

Description

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

Usage

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

xgfit()

jakewalker56/jml documentation built on May 18, 2019, 9:08 a.m.