question or to discuss: how to find optimal parameters of xgb?

[lihang00]

I usually do a grid search of the following parameter set:

param_grid = { "learning_rate" : [ 0.1, 0.05, 0.01], "n_estimators" : [ 100, 500, 1000], "max_depth" : [ 4, 8, 12], "min_child_weight" : [ 1, 5, 10], "subsample" : [1, 0.8],
"colsample_bytree" : [1, 0.8] }

Most time ppl can find a much better parameter set.