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@caiobvilar
Created December 3, 2019 14:14
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xgb_pipeline = Pipeline([("st_scaler", StandardScaler()),("xgb_model",xgb.XGBRegressor())])
gbm_param_grid = {
'xgb_model__subsample': np.arange(.05, 1, 0.05),
'xgb_model__max_depth': np.arange(5,50,5),
'xgb_model__colsample_bytree': np.arange(.1,1.05,.05)
}
randomized_neg_mse = RandomizedSearchCV(estimator=xgb_pipeline,
param_distributions=gbm_param_grid, n_iter=10,
scoring='neg_mean_squared_error', cv=10)
randomized_neg_mse.fit(X, y)
print("Best rmse: ", np.sqrt(np.abs(randomized_neg_mse.best_score_)))
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