调节XGboost参数In R

Question

我试图使用R中的插入符号包来调整参数，但得到了

Error in train.default(x = as.matrix(df_train %>% select(-c(Response,  : 
  The tuning parameter grid should have columns nrounds, lambda, alpha 

每当我尝试训练模型时，即使列nrounds、lambda和alpha都在那里。

library(caret)
library(xgboost)
library(readr)
library(dplyr)
library(tidyr)
 xgb_grid_1 <- expand.grid(
  nrounds= 2400,
  eta=c(0.01,0.001,0.0001),
  lambda = 1,
  alpha =0
)
xgb_trcontrol <- trainControl(
  method="cv",
  number = 5,
  verboseIter = TRUE,
  returnData=FALSE,
  returnResamp = "all",
  allowParallel = TRUE,
)
xgb_train_1 <- train(
  x = as.matrix(df_train %>% select(-c(Response, Id))),
  y= df_train$Response,
 trControl = xgb_trcontrol,
 tuneGrid = xgb_grid_1,
 method="xgbLinear"
)

Answer 1

问题在于xgb_grid_1。如果你去掉行eta，它就会起作用。

带有xgboost和插入符号的标准调整选项是"nrounds"、"lambda"one_answers"alpha"。不是eta。使用modelLookup函数可以查看哪些模型参数可用。如果你也想使用eta，你必须创建自己的插入符号模型，才能在调优中使用这个额外的参数。

modelLookup("xgbLinear")
      model parameter                 label forReg forClass probModel
1 xgbLinear   nrounds # Boosting Iterations   TRUE     TRUE      TRUE
2 xgbLinear    lambda     L2 Regularization   TRUE     TRUE      TRUE
3 xgbLinear     alpha     L2 Regularization   TRUE     TRUE      TRUE