Hyper parameters tuning XGBClassifier












0












$begingroup$


I am working on a highly imbalanced dataset for a competition.



The training data shape is : (166573, 14)



train['outcome'].value_counts()

0 159730
1 6843


I am using XGBClassifier for building model and the only parameter I manually set is scale_pos_weight : 23.34 (0 value counts / 1 value counts)



and it's giving around 82% under AUC metric.



I guess I can get much accuracy if I hypertune all other parameters.



XGBClassifier(base_score=0.5, booster='gbtree', colsample_bylevel=1,
colsample_bytree=1, gamma=0, learning_rate=0.1, max_delta_step=0,
max_depth=3, min_child_weight=1, missing=None, n_estimators=100,
n_jobs=1, nthread=None, objective='binary:logistic', random_state=0,
reg_alpha=0, reg_lambda=1, scale_pos_weight=23.4, seed=None,
silent=True, subsample=1)


I tried GridSearchCV but it's taking a lot of time to complete on my local machine and I am not able to get any result back.



clf = XGBClassifier()
grid = GridSearchCV(clf,
params, n_jobs=-1,
scoring="roc_auc",
cv=3)

grid.fit(X_train, y_train)
print("Best: %f using %s" % (grid.best_score_, grid.best_params_))


What others parameters should I target to tune considering higly imbalanced dataset and how to run it so that I can actually get some results back?









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    0












    $begingroup$


    I am working on a highly imbalanced dataset for a competition.



    The training data shape is : (166573, 14)



    train['outcome'].value_counts()

    0 159730
    1 6843


    I am using XGBClassifier for building model and the only parameter I manually set is scale_pos_weight : 23.34 (0 value counts / 1 value counts)



    and it's giving around 82% under AUC metric.



    I guess I can get much accuracy if I hypertune all other parameters.



    XGBClassifier(base_score=0.5, booster='gbtree', colsample_bylevel=1,
    colsample_bytree=1, gamma=0, learning_rate=0.1, max_delta_step=0,
    max_depth=3, min_child_weight=1, missing=None, n_estimators=100,
    n_jobs=1, nthread=None, objective='binary:logistic', random_state=0,
    reg_alpha=0, reg_lambda=1, scale_pos_weight=23.4, seed=None,
    silent=True, subsample=1)


    I tried GridSearchCV but it's taking a lot of time to complete on my local machine and I am not able to get any result back.



    clf = XGBClassifier()
    grid = GridSearchCV(clf,
    params, n_jobs=-1,
    scoring="roc_auc",
    cv=3)

    grid.fit(X_train, y_train)
    print("Best: %f using %s" % (grid.best_score_, grid.best_params_))


    What others parameters should I target to tune considering higly imbalanced dataset and how to run it so that I can actually get some results back?









    share







    New contributor




    Praveenks is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















      0












      0








      0





      $begingroup$


      I am working on a highly imbalanced dataset for a competition.



      The training data shape is : (166573, 14)



      train['outcome'].value_counts()

      0 159730
      1 6843


      I am using XGBClassifier for building model and the only parameter I manually set is scale_pos_weight : 23.34 (0 value counts / 1 value counts)



      and it's giving around 82% under AUC metric.



      I guess I can get much accuracy if I hypertune all other parameters.



      XGBClassifier(base_score=0.5, booster='gbtree', colsample_bylevel=1,
      colsample_bytree=1, gamma=0, learning_rate=0.1, max_delta_step=0,
      max_depth=3, min_child_weight=1, missing=None, n_estimators=100,
      n_jobs=1, nthread=None, objective='binary:logistic', random_state=0,
      reg_alpha=0, reg_lambda=1, scale_pos_weight=23.4, seed=None,
      silent=True, subsample=1)


      I tried GridSearchCV but it's taking a lot of time to complete on my local machine and I am not able to get any result back.



      clf = XGBClassifier()
      grid = GridSearchCV(clf,
      params, n_jobs=-1,
      scoring="roc_auc",
      cv=3)

      grid.fit(X_train, y_train)
      print("Best: %f using %s" % (grid.best_score_, grid.best_params_))


      What others parameters should I target to tune considering higly imbalanced dataset and how to run it so that I can actually get some results back?









      share







      New contributor




      Praveenks is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I am working on a highly imbalanced dataset for a competition.



      The training data shape is : (166573, 14)



      train['outcome'].value_counts()

      0 159730
      1 6843


      I am using XGBClassifier for building model and the only parameter I manually set is scale_pos_weight : 23.34 (0 value counts / 1 value counts)



      and it's giving around 82% under AUC metric.



      I guess I can get much accuracy if I hypertune all other parameters.



      XGBClassifier(base_score=0.5, booster='gbtree', colsample_bylevel=1,
      colsample_bytree=1, gamma=0, learning_rate=0.1, max_delta_step=0,
      max_depth=3, min_child_weight=1, missing=None, n_estimators=100,
      n_jobs=1, nthread=None, objective='binary:logistic', random_state=0,
      reg_alpha=0, reg_lambda=1, scale_pos_weight=23.4, seed=None,
      silent=True, subsample=1)


      I tried GridSearchCV but it's taking a lot of time to complete on my local machine and I am not able to get any result back.



      clf = XGBClassifier()
      grid = GridSearchCV(clf,
      params, n_jobs=-1,
      scoring="roc_auc",
      cv=3)

      grid.fit(X_train, y_train)
      print("Best: %f using %s" % (grid.best_score_, grid.best_params_))


      What others parameters should I target to tune considering higly imbalanced dataset and how to run it so that I can actually get some results back?







      xgboost cross-validation hyperparameter-tuning





      share







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      Praveenks is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      Praveenks is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      share



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      asked 4 mins ago









      PraveenksPraveenks

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      New contributor





      Praveenks is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






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