mdl_xgboost function

Wrapper for xgboost::xgboost().

Simple wrapper for xgboost::xgboost() with some changes to the default arguments.

mdl_xgboost(y, X, nrounds = 500, verbose = 0, ...)

Arguments

• y: The outcome variable.
• X: The (sparse) feature matrix.
• nrounds: max number of boosting iterations.
• verbose: If 0, xgboost will stay silent. If 1, it will print information about performance. If 2, some additional information will be printed out. Note that setting verbose > 0 automatically engages the cb.print.evaluation(period=1) callback function.
• ...: Additional arguments passed to xgboost. See xgboost::xgboost() for a complete list of arguments.

Returns

mdl_xgboost returns an object of S3 class mdl_xgboost

as a simple mask to the return object of xgboost::xgboost().

Examples

xgboost_fit <- mdl_xgboost(rnorm(50), matrix(rnorm(150), 50, 3),
                           nrounds = 1)
class(xgboost_fit)

References

Chen T, Guestrin C (2011). "Xgboost: A Scalable Tree Boosting System." Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, 785–794.

See Also

xgboost::xgboost()

Other ml_wrapper: mdl_glmnet(), mdl_glm(), mdl_ranger(), ols()