使用XGBRegressor模型预测未来的销售

时间:2020-07-14 06:05:09

标签: time-series xgboost forecast

我已使用XGBRegressor模型进行预测 我使用的代码

import xgboost 
from sklearn.metrics import mean_squared_error 
xgb = xgboost.XGBRegressor(reg = 'linear',
                           n_estimators=1200, 
                           num_rounds = 1500, 
                           learning_rate=0.3 ,#0.1
                           seed = 45, 
                           gamma=0, #0
                           subsample = 0.7, 
                           colsample_bytree = 1, #0.1
                           max_depth= 6, 
                           min_child_weight = 1, 
                           nthread = 4, 
                           silent = 1)

  xgb.fit(xtrain,ytrain,eval_set=[(xtrain,ytrain), (xtest, ytest)],
          early_stopping_rounds = 50,
          verbose = False)

  y_train_pred = xgb.predict(xtrain)
  predictions = xgb.predict(xtest)

结果: R ^ 2火车:0.94,测试:0.86 MSE火车:11587.83,测试:37550.05 RMSE火车:107.65,测试:193.78 MAE火车:45.10,测试:58.72

我需要减少RMSE,MAE和MSE。为了降低错误率,我需要调整哪个参数。 我尝试通过给参数指定各种值来实现,但错误率并未降低。我需要添加或删除一些参数吗?

0 个答案:

没有答案