Tuning XGBoost hyperparameters to improve model fit and efficiency
In the previous section, we discussed various metrics to measure how well a model fits the dataset. Now, we will explore how to optimize an XGBoost model by tuning its hyperparameters to improve both accuracy and efficiency. Hyperparameter tuning is crucial in extracting the best performance from XGBoost, as it helps balance model complexity and overfitting, while also improving computation efficiency.
What is hyperparameter tuning?
Hyperparameter tuning is an optimization process that involves adjusting parameters that control the training process of the model. These parameters are not learned from the data but are set before the training process begins. By fine-tuning them, you can significantly improve the model’s performance.
There are several methods you can use to systematically tune these hyperparameters:
- Grid search: This method tries every combination of hyperparameters in a specified...