“K FOLT CV с XGBOOST” Ответ

K FOLT CV с XGBOOST

grid = pd.DataFrame({'eta':[0.01,0.05,0.1]*2,
'subsample':np.repeat([0.1,0.3],3)})
def fit(x):
    params = {'objective':'binary:logistic',
              'eval_metric':'logloss',
              'eta':x[0],
              'subsample':x[1]}
    xgb_cv = xgb.cv(dtrain=data_dmatrix, params=params, 
    nfold=5, metrics = 'logloss',seed=42)
    return xgb_cv[-1:].values[0]

grid[['train-logloss-mean','train-logloss-std',
'test-logloss-mean','test-logloss-std']] = grid.apply(fit,axis=1,result_type='expand')

    eta  subsample  train-logloss-mean  train-logloss-std  test-logloss-mean  test-logloss-std
0  0.01        0.1            0.663682           0.003881           0.666744          0.003598
1  0.05        0.1            0.570629           0.012555           0.580309          0.023561
2  0.10        0.1            0.503440           0.017761           0.526891          0.031659
3  0.01        0.3            0.646587           0.002063           0.653741          0.004201
4  0.05        0.3            0.512229           0.008013           0.545113          0.018700
5  0.10        0.3            0.414103           0.012427           0.472379          0.032606