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modeltime (version 1.1.1)

xgboost_impl: Wrapper for parsnip::xgb_train

Description

Wrapper for parsnip::xgb_train

Usage

xgboost_impl(
  x,
  y,
  max_depth = 6,
  nrounds = 15,
  eta = 0.3,
  colsample_bynode = NULL,
  colsample_bytree = NULL,
  min_child_weight = 1,
  gamma = 0,
  subsample = 1,
  validation = 0,
  early_stop = NULL,
  objective = NULL,
  counts = TRUE,
  event_level = c("first", "second"),
  ...
)

Arguments

x

A data frame or matrix of predictors

y

A vector (factor or numeric) or matrix (numeric) of outcome data.

max_depth

An integer for the maximum depth of the tree.

nrounds

An integer for the number of boosting iterations.

eta

A numeric value between zero and one to control the learning rate.

colsample_bynode

Subsampling proportion of columns for each node within each tree. See the counts argument below. The default uses all columns.

colsample_bytree

Subsampling proportion of columns for each tree. See the counts argument below. The default uses all columns.

min_child_weight

A numeric value for the minimum sum of instance weights needed in a child to continue to split.

gamma

A number for the minimum loss reduction required to make a further partition on a leaf node of the tree

subsample

Subsampling proportion of rows. By default, all of the training data are used.

validation

A positive number. If on [0, 1) the value, validation is a random proportion of data in x and y that are used for performance assessment and potential early stopping. If 1 or greater, it is the number of training set samples use for these purposes.

early_stop

An integer or NULL. If not NULL, it is the number of training iterations without improvement before stopping. If validation is used, performance is base on the validation set; otherwise the training set is used.

objective

A single string (or NULL) that defines the loss function that xgboost uses to create trees. See xgboost::xgb.train() for options. If left NULL, an appropriate loss function is chosen.

counts

A logical. If FALSE, colsample_bynode and colsample_bytree are both assumed to be proportions of the proportion of columns affects (instead of counts).

event_level

For binary classification, this is a single string of either "first" or "second" to pass along describing which level of the outcome should be considered the "event".

...

Other options to pass to xgb.train.