R xgboost用early.stop.round预测

Question

我有以下代码。让我们假设优化在600轮之后停止，最佳回合是450.哪个模型将用于预测 - 第450轮之后或600之后？

watchlist <- list(val=dval,train=dtrain)

param <- list(  objective           = "binary:logistic", 
                booster             = "gbtree",
                eval_metric         = "auc",
                eta                 = 0.02,
                max_depth           = 7,
                subsample           = 0.6,
                colsample_bytree    = 0.7
)

clf <- xgb.train(   params              = param, 
                    data                = dtrain, 
                    nrounds             = 2000, 
                    verbose             = 0,
                    early.stop.round    = 150,
                    watchlist           = watchlist,
                    maximize            = TRUE
)

preds <- predict(clf, test)

Answer 1

经过一番研究后，我找到了答案。预测将在第600轮后使用模型。如果想要使用具有最佳结果的模型，则应使用preds <- predict(clf, test, ntreelimit=clf$bestInd)