josejo9423 t1_jcpu2pe wrote on March 18, 2023 at 5:04 PM

Reply to comment by EcstaticStruggle in [D] Simple Questions Thread by AutoModerator

I would go with 1 but I would no tune early stopping just the number of estimators , xgbboost has the option of stopping iterations (early stopping) when there are no improvements in the metric, if you plot then what model believes and realizes that could have been stopped early , step up that number that you consider before overfitting

EcstaticStruggle t1_jcthdzz wrote on March 19, 2023 at 1:14 PM

Thanks. This was something I tried earlier. I noticed that using the maximum number of estimators almost always lead to the highest cross validation score. I was worried there would be some overfitting as a result.