Update xgb parameters.

examples/benchmarks/XGBoost/workflow_config_xgboost.yaml

@@ -29,18 +29,15 @@ task:
         class: XGBModel
         module_path: qlib.contrib.model.xgboost
         kwargs:
-            objective: reg:linear
-            n_estimators: 5000
-            colsample_bytree: 0.85
-            learning_rate: 0.0421
-            subsample: 0.8789
-            max_depth: 8
-            num_leaves: 210
-            num_threads: 20
-            missing: -1
-            min_child_weight: 1
+            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
-            tree_method: hist
     dataset:
         class: DatasetH
         module_path: qlib.data.dataset

qlib/contrib/model/xgboost.py

@@ -22,10 +22,8 @@ from ...data.dataset.handler import DataHandlerLP
 class XGBModel(Model):
     """XGBModel Model"""
 
-    def __init__(self, obj="mse", **kwargs):
-        if obj not in {"mse", "binary"}:
-            raise NotImplementedError
-        self._params = {"obj": obj}
+    def __init__(self, **kwargs):
+        self._params = {}
         self._params.update(kwargs)
         self.model = None