Exercise

Tuning max_depth

In this exercise, your job is to tune max_depth, which is the parameter that dictates the maximum depth that each tree in a boosting round can grow to. Smaller values will lead to shallower trees, and larger values to deeper trees.

Instructions

100 XP

Create a list called max_depths to store the following "max_depth" values: 2, 5, 10, and 20.
Iterate over your max_depths list using a for loop.
Systematically vary "max_depth" in each iteration of the for loop and perform 2-fold cross-validation with early stopping (5 rounds), 10 boosting rounds, a metric of "rmse", and a seed of 123. Ensure the output is a DataFrame.