GBDT调参总结

from sklearn.ensemble import GradientBoostingClassifier

加载模型

gbm0 = GradientBoostingClassifier(random_state=10)

训练

gbm0.fit(X, y)

训练开始使用默认值，后边用GridSearchCV搜索参数

from sklearn.model_selection import GridSearchCV

以迭代次数为例

param_test1 = {'n_estimators': range(20, 81, 10)}

gsearch1 = GridSearchCV(
    estimator=GradientBoostingClassifier(learning_rate=0.1, min_samples_split=300, min_samples_leaf=20, max_depth=8,
                                         max_features='sqrt', subsample=0.8, random_state=10),
    param_grid=param_test1, scoring='roc_auc', cv=5)

输出最优参数

print(gsearch1.best_params_)

效果如下：