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ellisp / forecastxgb-r-package

An R package for time series models and forecasts with xgboost compatible with {forecast} S3 classes
GNU General Public License v3.0
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Passing params to xgboost #18

Closed dashaub closed 7 years ago

dashaub commented 7 years ago

It appears passing param arguments to xgboost() and xgb.train() don't have any impact. For example, 

> library(forecastxgb)
> set.seed(3)
> a <- xgbts(AirPassengers, params = list(eta = .0001))
Stopping. Best iteration: 64
> 
> set.seed(3)
> a <- xgbts(AirPassengers)
Stopping. Best iteration: 64

Any ideas what's going on here?

ellisp commented 7 years ago

the ... were going through to xgboost for the final model fitting, but not to the cross-validation stage. It should be fixed now.