effective_xgboost_book
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Can someone help me understand what's going on here exactly in this XGBoost model grid search
from sklearn import model_selection
params = {'reg_lambda': [0],
'learning_rate': [.1, .3],
'subsample': [.7, 1],
'max_depth': [2, 3],
'random_state': [42],
'n_jobs': [-1],
'n_estimators': [200]}
xgb2 = xgb.XGBClassifier(early_stopping_rounds=5)
cv = (model_selection.GridSearchCV(xgb2, params, cv=3, n_jobs=-1)
.fit(X_train, y_train,
eval_set=[(X_test, y_test)],
verbose=50)
)
Since we're using cv=3
the data gets divided into 3 subsets, model is trained on 2 subsets and validated against the third for a total of 3 rounds within one cv
operation. Where does the eval_set
come into play here? Does the model get validated against this set after each cv
operation (completion of 3 rounds)? or is that the set that is used within the cv
operation itself to validate the model for each of the 3 rounds.