from sklearn.model_selection import GridSearchCV from sklearn.datasets import load_boston import xgboost as xgb if __name__ == "__main__": print("Parallel Parameter optimization") boston = load_boston() y = boston['target'] X = boston['data'] xgb_model = xgb.XGBRegressor() clf = GridSearchCV(xgb_model, {'max_depth': [2, 4, 6], 'n_estimators': [50, 100, 200]}, verbose=1, n_jobs=2) clf.fit(X, y) print(clf.best_score_) print(clf.best_params_)