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XGBTune

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XGBTune is a library for automated XGBoost model tuning. Tuning an XGBoost model is as simple as a single function call.

Get Started

from xgbtune import tune_xgb_model

params, round_count = tune_xgb_model(params, x_train, y_train)

Install

XGBTune is available on PyPi and can be installed with pip:

pip install xgbtune

Tuning steps

The tuning is done in the following steps:

  • compute best round

  • tune max_depth and min_child_weight

  • tune gamma

  • re-compute best round

  • tune subsample and colsample_bytree

  • fine tune subsample and colsample_bytree

  • tune alpha and lambda

  • tune seed

This steps can be repeated several times. By default, two passes are done.

Metadata

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