xgboost算法的学习小案例

# xgboost
#预测集直接从pandas转入就行
data_predict2 = data_predict.ix[:, 2:]
#训练集的特征与对应的标签
dtrain = xgb.DMatrix(data_train.ix[:, :-1], label=data_train.ix[:, -1], missing=np.nan)
#训练的时候看的观测值，跟训练集是一样的
dwatch = xgb.DMatrix(data_watch.ix[:, :-1], label=data_watch.ix[:, -1], missing=np.nan)
#把预测的pandas转为Dmatrix
dtest = xgb.DMatrix(data_predict2, missing=np.nan)

dtrain2 = xgb.DMatrix(data_2hour_stack, label=data_2hour_label_stack, missing = np.nan)
dtest2 = xgb.DMatrix(data_2hour_test_stack, missing = np.nan)