%matplotlib inline
Demo for using xgboost with sklearn
from sklearn.model_selection import GridSearchCV
from sklearn.datasets import fetch_california_housing
import xgboost as xgb
import multiprocessing
if __name__ == "__main__":
print("Parallel Parameter optimization")
X, y = fetch_california_housing(return_X_y=True)
xgb_model = xgb.XGBRegressor(n_jobs=multiprocessing.cpu_count() // 2)
clf = GridSearchCV(xgb_model, {'max_depth': [2, 4, 6],
'n_estimators': [50, 100, 200]}, verbose=2,
n_jobs=2)
clf.fit(X, y)
print(clf.best_score_)
print(clf.best_params_)
Parallel Parameter optimization
Fitting 5 folds for each of 9 candidates, totalling 45 fits
0.6891743685794811
{'max_depth': 4, 'n_estimators': 50}