xgboost
过拟合问题比较大。
E(x,y)
期望值
惩罚项:
pip install xgboost有问题的话:
到http://www.lfd.uci.edu/~gohlke/pythonlibs/#xgboost下载
参数:
xgb1=XGBClassifier(
learning_rate=0.1,
n_estimators=1000,
max_depth=5,
min_child_weight=1,
gamma=0,
subsample=0.8,
cosample_bytree=0.8,
objective='binary:logistic',
nthread=4,
scale_pos_weight=1,
seed=27)