python实现xgboost,了解python xgboost cv

I would like to use the xgboost cv function to find the best parameters for my training data set. I am confused by the api. How do I find the best parameter? Is this similar to the sklearn grid_search cross-validation function? How can I find which of the options for the max_depth parameter ([2,4,6]) was determined optimal?

from sklearn.datasets import load_iris

import xgboost as xgb

iris = load_iris()

DTrain = xgb.DMatrix(iris.data, iris.target)

x_parameters = {"max_depth":[2,4,6]}

xgb.cv(x_parameters, DTrain)

...

Out[6]:

test-rmse-mean test-rmse-std train-rmse-mean train-rmse-std

0 0.888435 0.059403 0.888052 0.022942

1 0.854170 0.053118 0.851958 0.017982

2 0.837200 0.046986 0.833532 0.015613

3 0.829001 0.041960 0.824270 0.014501

4 0.825132 0.038176 0.819654 0.013975

5 0.823357 0.035454 0.817363 0.013722

6 0.822580 0.033540 0.816229 0.013598

7 0.822265 0.032209 0.815667 0.013538

8 0.822158 0.031287 0.815390 0.013508

9 0.822140 0.030647 0.815252 0.013494

解决方案

Cross-validation is used for estimating the performance of one set of parameters on unseen data.

Grid-search evaluates a model with varying parameters to find the best possible combination of these.

The sklearn docs talks a lot about CV, and they can be used in combination, but they each have very different purposes.

You might be able to fit xgboost into sklearn's gridsearch functionality. Check out the sklearn interface to xgboost for the most smooth application.