Oct 15, 2016

XGBoost bayesian hyperparameter tuning with bayes_opt in Python

Hey guys,

I just wanted to quickly share how I was optimizing hyperparameters in XGBoost using bayes_opt.


It does a k-fold cross validation while optimizing for stable parameters.
Keep in mind that bayes_opt maximizes the objective function, so change all the required hardcoded values along those lines to fit your problem. It's pretty compact, so I thought I just leave it here for your convenience as a gist.

Cheers,
Thomas

1 comment:

  1. Thank you so much Thomas. Your code makes the Bayesian Optimization clear.

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