sklearn 与 xgboost 的组合使用

1. 回归问题

from xgboost import XGBRegressor
from sklearn.model_selection import cross_val_score

depths = range(1, 7)
test_scores = []
for depth in depths:
    clf = XGBRegressor(max_depth=depth)
    test_score = np.sqrt(-cross_val_score(clf, X_train, y_train, 
                                    cv=10, scoring='neg_mean_squared_error'))
    test_scores.append(np.mean(test_score))

# 可视化，error 与 depth 的变化关系
plt.plot(depths, test_scores)