Gboost参数调优完整指南（附完整代码）

XGBoost 的模型建立将主要依靠 XGBoost 类库，参数的调优主要基于 python sklearn 类库的网格搜索方法选择最优的超参数。

导入所需要的库

from xgboost import XGBRegressor as XGBR
from sklearn.model_selection import KFold, cross_val_score as CVS, train_test_split as TTS
import matplotlib.pyplot as plt
from sklearn.metrics import mean_squared_error as MSE
from sklearn.model_selection import GridSearchCV
import pandas as pd
from numpy import nan as NA
import pickle

导入数据集并对其进行训练集和测试集的划分

data = pd.read_excel(r'C:\Users\HUAWEI\Desktop\pollution.xlsx')
X = data.iloc[:,1:7]
Y