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利用xgb进行五折交叉验证查看模型的参数效果
## xgb-Model
xgr = xgb.XGBRegressor(n_estimators=120, learning_rate=0.1, gamma=0, subsample=0.8,\
colsample_bytree=0.9, max_depth=7) #,objective ='reg:squarederror'
scores_train = []
scores = []
## 5折交叉验证方式
sk=StratifiedKFold(n_splits=5,shuffle=True,random_state=0)
for train_ind,val_ind in sk.split(X_data,Y_data):
train_x=X_data.iloc[train_ind].values
train_y=Y_data.iloc[train_ind]
val_x=X_data.iloc[val_ind].values
val_y=Y_data.iloc[val_ind]
xgr.fit(train_x,train_y)
pred_train_xgb=xgr.predict(train_x)
pred_xgb=xgr.predict(val_x)
score_train = mean_absolute_error(train_y,pred_train_xgb)
scores_train.append(score_train)
score = mean_absolute_error(val_y,pred_xgb)
scores.append(score)
print('Train mae:',np.mean(score_train))
print('Val mae',np.mean(scores))