通过源码分析GBDT是怎么实现early stopping的

GBDT文档：Early stopping of Gradient Boosting

源码分析

有无early stopping的比较

    gbes = ensemble.GradientBoostingClassifier(n_estimators=n_estimators,
                                               validation_fraction=0.2,
                                               n_iter_no_change=5, tol=0.01,
                                               random_state=0)
    gb = ensemble.GradientBoostingClassifier(n_estimators=n_estimators,
                                             random_state=0)

打开scikit-learn源码，看到sklearn.ensemble._gb.GradientBoostingClassifier

尝试用Example作为调试入口：examples/ensemble/plot_gradient_boosting_early_stopping.py

尝试失败。Cython和cpp项目就是难搞。

看到他的基类sklearn.ensemble._gb.BaseGradientBoosting#fit

sklearn/ensemble/_gb.py:424

        if self.n_iter_no_change is not None:
            stratify = y if is_classifier(self) else None
            X, X_val, y, y_val, sample_weight, sample_weight_val = (
                train_test_split(X, y, sample_weight,
                                 random_state=self.random_state,
                                 test_size=self.validation_fraction,
                                 stratify=stratify))
            if is_classifier(self):
                if self.