Tuning the number of boosting rounds
Let's start with parameter tuning by seeing how the number of boosting rounds (number of trees you build) impacts the out-of-sample performance of your XGBoost model. You'll use xgb.cv()
inside a for
loop and build one model per num_boost_round
parameter.
Here, you'll continue working with the Ames housing dataset. The features are available in the array X
, and the target vector is contained in y
.
Este exercício faz parte do curso
Extreme Gradient Boosting with XGBoost
Instruções de exercício
- Create a
DMatrix
calledhousing_dmatrix
fromX
andy
. - Create a parameter dictionary called
params
, passing in the appropriate"objective"
("reg:squarederror"
) and"max_depth"
(set it to3
). - Iterate over
num_rounds
inside afor
loop and perform 3-fold cross-validation. In each iteration of the loop, pass in the current number of boosting rounds (curr_num_rounds
) toxgb.cv()
as the argument tonum_boost_round
. - Append the final boosting round RMSE for each cross-validated XGBoost model to the
final_rmse_per_round
list. num_rounds
andfinal_rmse_per_round
have been zipped and converted into a DataFrame so you can easily see how the model performs with each boosting round. Hit 'Submit Answer' to see the results!
Exercício interativo prático
Experimente este exercício preenchendo este código de exemplo.
# Create the DMatrix: housing_dmatrix
housing_dmatrix = ____
# Create the parameter dictionary for each tree: params
params = {"____":"____", "____":____}
# Create list of number of boosting rounds
num_rounds = [5, 10, 15]
# Empty list to store final round rmse per XGBoost model
final_rmse_per_round = []
# Iterate over num_rounds and build one model per num_boost_round parameter
for curr_num_rounds in num_rounds:
# Perform cross-validation: cv_results
cv_results = ____(dtrain=____, params=____, nfold=3, num_boost_round=____, metrics="rmse", as_pandas=True, seed=123)
# Append final round RMSE
____.____(cv_results["test-rmse-mean"].tail().values[-1])
# Print the resultant DataFrame
num_rounds_rmses = list(zip(num_rounds, final_rmse_per_round))
print(pd.DataFrame(num_rounds_rmses,columns=["num_boosting_rounds","rmse"]))