XGBTune is a library for automated XGBoost model tuning. Tuning an XGBoost model is as simple as a single function call.
from xgbtune import tune_xgb_model
params, round_count = tune_xgb_model(params, x_train, y_train)XGBTune is available on PyPi and can be installed with pip:
pip install xgbtuneThe tuning is done in the following steps:
- compute best round
- tune max_depth and min_child_weight
- tune gamma
- re-compute best round
- tune subsample and colsample_bytree
- fine tune subsample and colsample_bytree
- tune alpha and lambda
- tune seed
This steps can be repeated several times. By default, two passes are done.