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What's the acceptable range for reg_alpha and reg_lambda in H2O XGboost?

原文 2022-08-29 17:36:32 8 1 h2o

H2O document doesn't detail on these two hyper parameters. It only says these are L1 and L2 regularization parameters, with default values as 0 and 1. I can't find more info googling it either. Can someone provide any insight? TIA!

1 answers

Alpha and lambda have no acceptable range. Usually, it depends on the problem you're trying to solve and the other parameters you're using, like max depth. The value for both typically ranges from 0 to 5, but it is not limited to that range.

I recommend you to take a look at this link: https://medium.com/data-design/xgboost-hi-im-gamma-what-can-i-do-for-you-and-the-tuning-of-regularization-a42ea17e6ab6

The idea is very clearly explained.

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Related Question What parameters in a EC2 virtual machine should I use to optimize H2O's XGBoost performance? xgboost with H2o on Windows What loss functions are associated with the distributions in h2o xgboost and gbm? What version of H2O gen-model maven library supports XGBoost MOJO's? Visualize trees in H2O XGBoost model H2O xgboost mojo prediction warnings using H2O flow XGboost model xgboost implementation in h2o offset xgboost vs H2o Gradient Boosting Terrible performance using XGBoost H2O

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What's the acceptable range for reg_alpha and reg_lambda in H2O XGboost?

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solution1 0 2022-08-30 18:14:50

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0 2022-08-30 18:14:50