XGBoost参数说明

XGBoost Parameters

来源：(https://github.com/dmlc/xgboost/blob/master/doc/parameter.md)
Before running XGboost, we must set three types of parameters: general parameters, booster parameters and task parameters.

General parameters relates to which booster we are using to do boosting, commonly tree or linear model
Booster parameters depends on which booster you have chosen
Learning Task parameters that decides on the learning scenario, for example, regression tasks may use different parameters with ranking tasks.
Command line parameters that relates to behavior of CLI version of xgboost.

Parameters in R Package

In R-package, you can use .(dot) to replace under score in the parameters, for example, you can use max.depth as max_depth. The underscore parameters are also valid in R.

General Parameters

booster [default=gbtree]
which booster to use, can be gbtree or gblinear. gbtree uses tree based model while gblinear uses linear function.
silent [default=0]
0 means printing running messages, 1 means silent mode.
nthread
[default to maximum number of threads available if not set]
number of parallel threads used to run xgboost
num_pbuffer
[set automatically by xgboost, no need to be set by user]
size of prediction buffer, normally set to number of training instances. The buffers are used to save the prediction results of last boosting step.
num_featu