update.xgboost_multistep: Update parameter in custom xgboost model

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

Update parameter in custom xgboost model

Description

Update parameter in custom xgboost model

Usage

## S3 method for class 'xgboost_multistep'
update(
  object,
  parameters = NULL,
  mtry = NULL,
  trees = NULL,
  min_n = NULL,
  tree_depth = NULL,
  learn_rate = NULL,
  loss_reduction = NULL,
  sample_size = NULL,
  stop_iter = NULL,
  lag_periods = NULL,
  external_regressors = NULL,
  forecast_horizon = NULL,
  selected_features = NULL,
  fresh = FALSE,
  ...
)

Arguments

object	model object
parameters	parameters
mtry	mtry
trees	trees
min_n	min_n
tree_depth	tree depth
learn_rate	learn rate
loss_reduction	loss reduction
sample_size	number for the number (or proportion) of data that is exposed to the fitting routine.
stop_iter	The number of iterations without improvement before stopping
lag_periods	lag periods
external_regressors	external regressors
forecast_horizon	forecast horizon
selected_features	selected features
fresh	fresh
...	extra args passed to xgboost

Value

Updated model

microsoft/finnts documentation built on Oct. 30, 2024, 9:34 p.m.