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-rw-r--r--lib/parameters.py16
1 files changed, 10 insertions, 6 deletions
diff --git a/lib/parameters.py b/lib/parameters.py
index 401c7c6..1239046 100644
--- a/lib/parameters.py
+++ b/lib/parameters.py
@@ -936,16 +936,20 @@ class ModelAttribute:
return
if with_xgboost:
- from xgboost import XGBRegressor
+ import xgboost
# TODO retrieve parameters from env
- xgb = XGBRegressor(
- n_estimators=100,
- max_depth=10,
- eta=0.2,
+ # <https://xgboost.readthedocs.io/en/stable/python/python_api.html#module-xgboost.sklearn>
+ # n_estimators := number of trees in forest
+ # max_depth := maximum tree depth
+ # eta <=> learning_rate
+ xgb = xgboost.XGBRegressor(
+ n_estimators=int(os.getenv("DFATOOL_XGB_N_ESTIMATORS", "100")),
+ max_depth=int(os.getenv("DFATOOL_XGB_MAX_DEPTH", "10")),
+ learning_rate=0.2,
subsample=0.7,
gamma=0.01,
- alpha=0.0006,
+ reg_alpha=0.0006,
)
fit_parameters, category_to_index, ignore_index = param_to_ndarray(
parameters, with_nan=False, categorial_to_scalar=categorial_to_scalar