xgboost/jvm-packages/xgboost4j-example
Sergei Lebedev 69c3b78a29 [jvm-packages] Implemented early stopping (#2710)
* Allowed subsampling test from the training data frame/RDD

The implementation requires storing 1 - trainTestRatio points in memory
to make the sampling work.

An alternative approach would be to construct the full DMatrix and then
slice it deterministically into train/test. The peak memory consumption
of such scenario, however, is twice the dataset size.

* Removed duplication from 'XGBoost.train'

Scala callers can (and should) use names to supply a subset of
parameters. Method overloading is not required.

* Reuse XGBoost seed parameter to stabilize train/test splitting

* Added early stopping support to non-distributed XGBoost

Closes #1544

* Added early-stopping to distributed XGBoost

* Moved construction of 'watches' into a separate method

This commit also fixes the handling of 'baseMargin' which previously
was not added to the validation matrix.

* Addressed review comments
2017-09-29 12:06:22 -07:00
..
2016-03-06 20:42:01 -08:00
2016-03-09 17:22:19 -05:00