XGBoost Parameters 参数设计

github地址  https://github.com/dmlc/xgboost/blob/72451457120ac9d59573cf7580ccd2ad178ef908/doc/parameter.md

留着有时间翻译

Before running XGboost, we must set three types of parameters: general parameters, booster parameters and task parameters.

• General parameters relates to which booster we are using to do boosting, commonly tree or linear model
• Booster parameters depends on which booster you have chosen
• Learning Task parameters that decides on the learning scenario, for example, regression tasks may use different parameters with ranking tasks.
• Command line parameters that relates to behavior of CLI version of xgboost.

Parameters in R Package

In R-package, you can use .(dot) to replace under score in the parameters, for example, you can use max.depth as max_depth. The underscore parameters are also valid in R.

General Parameters

• booster [default=gbtree]
  • which booster to use, can be gbtree, gblinear or dart. gbtree and dart use tree based model while gblinear uses linear function.
• silent [default=0]
  • 0 means printing running messages, 1 means silent mode.
• nthread [default to maximum number of threads available if not set]
  • number of parallel threads used to run xgboost
• num_pbuffer [set automatically by xgboost, no need to be set by user]
  • size of prediction buffer, normally set to number of training instances. The buffers are used to save the prediction results of last boosting step.
• num_feature [set automatically by xgboost, no need to be set by user]
  • feature dimension used in boosting, set to maximum dimension of the feature

Parameters for Tree Booster

• eta [default=0.3]
  • step size shrinkage used in update to prevents overfitting. After each boosting step, we can directly get the weights of new features. and eta actually shrinks the feature weights to make the boosting process more conservative.
  • range: [0,1]
• gamma [default=0]
  • minimum loss reduction required to make a further partition on a leaf node of the tree. the larger, the more conservative the algorithm will be.
  • range: [0,∞]
• max_depth [default=6]
  • maximum depth of a tree, increase this value will make model m