介绍一下xgb_XGBClassifier上的交叉验证,用于python中的多类分类

import numpy as np

import pandas as pd

import xgboost as xgb

from xgboost.sklearn import XGBClassifier

from sklearn.preprocessing import LabelEncoder

from sklearn import cross_validation,metrics

from sklearn.grid_search import GridSearchCV

def modelFit(alg,X,y,useTrainCV=True,cvFolds=5,early_stopping_rounds=50):

if useTrainCV:

xgbParams = alg.get_xgb_params()

xgTrain = xgb.DMatrix(X,label=y)

cvresult = xgb.cv(xgbParams,xgTrain,num_boost_round=alg.get_params()['n_estimators'],nfold=cvFolds,stratified=True,metrics={'mlogloss'},early_stopping_rounds=early_stopping_rounds,seed=0,callbacks=[xgb.callback.print_evaluation(show_stdv=False),xgb.callback.early_stop(3)])

print cvresult

alg.set_params(n_estimators=cvresult.shape[0])

# Fit the algorithm