Hyperparameter tuning for xgboost?

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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Hyperparameter tuning for xgboost? #39

Open Ic3fr0g opened 7 years ago

Ic3fr0g commented 7 years ago

Can we also pass the params list to the xgbar function? I think this is a good functionality to include. I would also like to see custom objective functions included in the call to the xgbar function call. I think it is fairly easy to do this