Machine Learning

Study shrinkage and DART in xgboost modeling using a simple dataset

Yang Liu / 2018-11-15
It is always a good idea to study the packaged algorithm with a simple example. Inspired by my colleague Kodi’s excellent work showing how xgboost handles missing values, I tried a simple 5x2 dataset to show how shrinkage and DART influence the growth of trees in the model. […] set.seed(123) n0 <- 5 X <- data.frame(x1 = runif(n0), x2 = runif(n0)) Y <- c(1, 5, 20, 50, 100) cbind(X,…