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Update workflow_config_xgboost.yaml

This commit is contained in:
Haoyu Wang
2020-11-27 17:16:35 +08:00
committed by GitHub
parent 80b01cb6a6
commit a9c1f8c2a0

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@@ -30,14 +30,12 @@ task:
module_path: qlib.contrib.model.xgboost
kwargs:
eval_metric: rmse
colsample_bytree: 0.5
eta: 0.2
gamma: 0.55
max_depth: 2
min_child_weight: 1.0
n_estimators: 647
subsample: 0.8
nthread: 4
colsample_bytree: 0.8879
eta: 0.0421
max_depth: 8
n_estimators: 650
subsample: 0.8789
nthread: 20
dataset:
class: DatasetH
module_path: qlib.data.dataset
@@ -62,4 +60,4 @@ task:
- class: PortAnaRecord
module_path: qlib.workflow.record_temp
kwargs:
config: *port_analysis_config
config: *port_analysis_config