For the function below, I am not getting the number of estimators as the out put but conversely I get a the following type error.
cv() got an unexpected keyword argument 'show_progress'
Even though the documentation contains the flag, I am getting the type error. I am following this blog for parameter tuning. Could anyone point me out where am I going wrong? the blog Is there any other way to get the number of estimators as the output?
def modelfit(alg, dtrain, predictors, useTrainCV=True, cv_folds=5, early_stopping_rounds=50):
if useTrainCV:
xgb_param = alg.get_xgb_params()
xgtrain = xgb.DMatrix(dtrain[predictors].values, label=dtrain[target].values, silent=False)
cvresult = xgb.cv(xgb_param, xgtrain, num_boost_round=alg.get_params()['n_estimators'], nfold=cv_folds,
metrics='auc', early_stopping_rounds=early_stopping_rounds, show_progress = True)
alg.set_params(n_estimators=cvresult.shape[0])
#Fit the algorithm on the data
alg.fit(dtrain[predictors], dtrain[target],eval_metric='auc')
#Predict training set:
dtrain_predictions = alg.predict(dtrain[predictors])
dtrain_predprob = alg.predict_proba(dtrain[predictors])[:,1]
#Print model report:
print "\nModel Report"
print "Accuracy : %.4g" % metrics.accuracy_score(dtrain[target].values, dtrain_predictions)
print "AUC Score (Train): %f" % metrics.roc_auc_score(dtrain[target], dtrain_predprob)
feat_imp = pd.Series(alg.booster().get_fscore()).sort_values(ascending=False)
feat_imp.plot(kind='bar', title='Feature Importances')
plt.ylabel('Feature Importance Score')
The latest version (0.6) of xgboost has these options for xgb.cv:
xgboost.cv(params, dtrain, num_boost_round=10, nfold=3,
stratified=False, folds=None, metrics=(), obj=None, feval=None,
maximize=False, early_stopping_rounds=None, fpreproc=None,
as_pandas=True, verbose_eval=None, show_stdv=True, seed=0,
callbacks=None, shuffle=True)
show_progress has been deprecated in favor of verbose_eval. See here
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