XGBoost Validation and Early Stopping in R

gist.R

train <- read.csv("train.csv")
bound <- floor(nrow(train) * 0.9)         
train <- train[sample(nrow(train)), ]       
df.train <- train[1:bound, ]                
df.validation <- train[(bound+1):nrow(train), ]

train.y <- df.train$TARGET
validation.y <- df.validation$TARGET

dtrain <- xgb.DMatrix(data=df.train, label=train.y)
dvalidation <- xgb.DMatrix(data=df.validation, label=validation.y)

watchlist <- list(validation=dvalidation, train=dtrain)

param <- list(
   objective = "binary:logistic",
   eta = 0.3,
   max_depth = 8                
)

clf <- xgb.train(   
   params = param, 
   data = dtrain, 
   nrounds = 500, 
   watchlist = watchlist,
   maximize = FALSE,
   early.stop.round = 20
)