本文是xgboost编程的简单入门。文中给出了一些示例代码片段：使用xgboost解决demo数据集上的二分类问题。

xgboost的Python代码示例

import xgboost as xgb
# read in data
dtrain = xgb.DMatrix('demo/data/agaricus.txt.train')
dtest = xgb.DMatrix('demo/data/agaricus.txt.test')
# specify parameters via map
param = {'max_depth':2, 'eta':1, 'silent':1, 'objective':'binary:logistic' }
num_round = 2
bst = xgb.train(param, dtrain, num_round)
# make prediction
preds = bst.predict(dtest)

xgboost的R语言示例

# load data
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
train <- agaricus.train
test <- agaricus.test
# fit model
bst <- xgboost(data = train$data, label = train$label, max.depth = 2, eta = 1, nround = 2,
               nthread = 2, objective = "binary:logistic")
# predict
pred <- predict(bst, test$data)

xgboost的julia语言例子

using XGBoost
# read data
train_X, train_Y = readlibsvm("demo/data/agaricus.txt.train", (6513, 126))
test_X, test_Y = readlibsvm("demo/data/agaricus.txt.test", (1611, 126))
# fit model
num_round = 2
bst = xgboost(train_X, num_round, label=train_Y, eta=1, max_depth=2)
# predict
pred = predict(bst, test_X)

xgboost的scala例子

import ml.dmlc.xgboost4j.scala.DMatrix
import ml.dmlc.xgboost4j.scala.XGBoost

object XGBoostScalaExample {
  def main(args: Array[String]) {
    // read trainining data, available at xgboost/demo/data
    val trainData =
      new DMatrix("/path/to/agaricus.txt.train")
    // define parameters
    val paramMap = List(
      "eta" -> 0.1,
      "max_depth" -> 2,
      "objective" -> "binary:logistic").toMap
    // number of iterations
    val round = 2
    // train the model
    val model = XGBoost.train(trainData, paramMap, round)
    // run prediction
    val predTrain = model.predict(trainData)
    // save model to the file.
    model.saveModel("/local/path/to/model")
  }
}

延伸阅读

1. 如何安装xgboost
2. 使用xgboost的技巧
3. xgboost特殊任务指南
4. 使用xgboost的示例