Monday, July 11, 2022

XGBoost Parameter

This is a quick documentation of my understanding of the XGBoost parameters

  • max_depth: how deep can one tree grow

  • num_rounds : how many trees are in a prediction model

  • learning_rate: the weight between applying result (residual value) to the next tree

  • alpha: regularization term. (related to pruning trees)

  • lambda: regularization term. (related to pruning trees)

  • gamma: minimum loss reduction (related to limiting the depth of a tree)

  • Reference: 

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