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Parameters for fitting the gradient-boosted trees
| Parameter(s) | Tested values | Best value |
|---|---|---|
|
| ||
| Learning rate | 0.0125, 0.05, 0.2 | 0.0125 |
| Maximum tree depth (max_depth) | 3, 4, 5 | 3 |
| Data subsampling ratio (subsample) | 0.6, 0.8, 1 | 0.8 |
| Minimum weight of a leaf node (min_child_weight) | 1, 2, 4 | 1 |
| L1 regularization (alpha) | 0, 1, 2 | 2 |
| L2 regularization (lambda) | 1, 2, 4 | 1 |
| Number of trees to fit per iteration (n_estimators) | 1, 2, 4 | 4 |
