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. 2019 Apr 2;79(5):931–961. doi: 10.1177/0013164419839439

Table 4.

Parameter Tuning Procedure.

No. of iterations (T) Parameters
η h min max_depth γ Max δ step λ α Scale positive weight
Parameter range [0,1] [0,Inf] [0,Inf] [0,Inf] [0,Inf] [0,Inf] [0,Inf] [0,Inf]
Steps
 1: Tune η 1,000 {0, 0.01, . . ., 0.3} 1 6 0 1 1 0 1
 2: Tune max_depth and hmin 1,000 Step 1 value {0, 0.05, . . ., 1} {3, 4, . . ., 30} 0 1 1 0 1
 3: Tune γ 1,000 Step 1 value Step 2 value Step 2 value {0, 0.1, . . ., 1} 1 1 0 1
 4: Tune max δ step 1,000 Step 1 value Step 2 value Step 2 value Step 3 value {0, 0.1, . . ., 3} 1 0 1
 5: Tune λ 1,000 Step 1 value Step 2 value Step 2 value Step 3 value Step 4 value {0, 0.1, . . ., 1.5} 0 1
 6: Tune α 1,000 Step 1 value Step 2 value Step 2 value Step 3 value Step 4 value Step 5 value {0, 0.1, . . ., 1} 1
 7: Tune scale positive weight 1,000 Step 1 value Step 2 value Step 2 value Step 3 value Step 4 value Step 5 value Step 6 value {0, 0.1, . . ., 3}
Final model calibration 10,000 Step 1 value Step 2 value Step 2 value Step 3 value Step 4 value Step 5 value Step 6 value Step 7 value

Note. Inf = infinity.