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Update xgb parameters.

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lwwang1995
2020-11-25 22:05:36 +08:00
parent 27f19c1f1b
commit f84cb64332
2 changed files with 10 additions and 15 deletions
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19
examples/benchmarks/XGBoost/workflow_config_xgboost.yaml
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@@ -29,18 +29,15 @@ task:
class: XGBModel class: XGBModel
module_path: qlib.contrib.model.xgboost module_path: qlib.contrib.model.xgboost
kwargs: kwargs:
objective: reg:linear eval_metric: rmse
n_estimators: 5000 colsample_bytree: 0.5
colsample_bytree: 0.85 eta: 0.2
learning_rate: 0.0421 gamma: 0.55
subsample: 0.8789 max_depth: 2
max_depth: 8 min_child_weight: 1.0
num_leaves: 210 n_estimators: 647
num_threads: 20 subsample: 0.8
missing: -1
min_child_weight: 1
nthread: 4 nthread: 4
tree_method: hist
dataset: dataset:
class: DatasetH class: DatasetH
module_path: qlib.data.dataset module_path: qlib.data.dataset

6
qlib/contrib/model/xgboost.py
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@@ -22,10 +22,8 @@ from ...data.dataset.handler import DataHandlerLP
class XGBModel(Model): class XGBModel(Model):
"""XGBModel Model""" """XGBModel Model"""
def __init__(self, obj="mse", **kwargs): def __init__(self, **kwargs):
if obj not in {"mse", "binary"}: self._params = {}
raise NotImplementedError
self._params = {"obj": obj}
self._params.update(kwargs) self._params.update(kwargs)
self.model = None self.model = None