How to get Predictions with XGBoost and XGBoost using Scikit-Learn Wrapper to match?

Please look at this answer here xgboost.train will ignore parameter n_estimators, while xgboost.XGBRegressor accepts. In xgboost.train, boosting iterations (i.e. n_estimators) is controlled by num_boost_round(default: 10) It suggests to remove n_estimators from params supplied to xgb.train and replace it with num_boost_round. So change your params like this: params = {‘objective’: ‘reg:linear’, ‘max_depth’: 2, ‘learning_rate’: .1, ‘min_child_weight’: … Read more

How to install xgboost package in python (windows platform)?

In case anyone’s looking for a simpler solution that doesn’t require compiling it yourself: download xgboost whl file from here (make sure to match your python version and system architecture, e.g. “xgboost-0.6-cp35-cp35m-win_amd64.whl” for python 3.5 on 64-bit machine) open command prompt cd to your Downloads folder (or wherever you saved the whl file) pip install … Read more