""" Demo for using xgboost with sklearn =================================== """ import multiprocessing from sklearn.datasets import fetch_california_housing from sklearn.model_selection import GridSearchCV import xgboost as xgb if __name__ == "__main__": print("Parallel Parameter optimization") X, y = fetch_california_housing(return_X_y=True) # Make sure the number of threads is balanced. xgb_model = xgb.XGBRegressor( n_jobs=multiprocessing.cpu_count() // 2, tree_method="hist" ) 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_)