# New xgboost defaults

**Philipp Probst**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)

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**xgboost** is the most famous R package for gradient boosting and it is since long time on the market.

In one of my publications, I created a framework for providing defaults (and tunability measures)

and one of the packages that I used there was **xgboost**. The results provided a default with

the parameter *nrounds*=4168, which leads to long runtimes.

Hence, I wanted to use the data used in the paper to set *nrounds* to 500 and optimize the other

parameters to get optimal defaults.

I used the same method as mentioned in the paper with the 38 classification datasets and obtained the following (rounded) defaults:

nrounds |
—–eta |
–subsample |
–booster |
–max_depth |
–min_child_weight |
---|---|---|---|---|---|

500 | 0.052 | 0.87 | gbtree | 11 | 2 |

–colsample_bytree |
–colsample_bylevel |
---|---|

0.71 | 0.64 |

### Performance on 29 regression datasets

Now I wanted to know how well this defaults perform on other tasks. So I took a collection of 29 regression tasks of different

domains, that I collected from different sources such as OpenML and compared my

defaults against the defaults of **xgboost** with **nrounds**=500. Code can be seen here.

The results were not really mindblowing. Here you can see performance graphs for two different measures (R-Squared and Spearman’s Rho)

using 10 times repeated 5-fold CV:

It is visible that my defaults perform better than the package defaults in most of the cases regarding the R$^2$ and also regarding

Spearman’s Rho (a nonparametric measure).

The average values can be seen in the following table:

–xgboost_old_default | –xgboost_my_default | |
---|---|---|

R-squared | 0.610 | 0.645 |

Spearman Rho | 0.775 | 0.785 |

The percentage of datasets where my new defaults are better than the old defaults is 66% for R$^2$ and 75% for Spearman’s Rho.

So all in all my new defaults do not provide a very big performance gain (on average 0.03 or R$^2$), but seem to be better

than the package defaults.

In my paper I could get an average improvement of 0.029 in AUC

for the classification datasets with my defaults. Also not a very big difference, so this is not very surprising.

### Runtime

The runtime was a bit longer with my defaults, but not really much longer. You can see the runtime below:

The longer runtime is mainly due to the *max_depth* parameter, which I set bigger (11 instead of 6).

All in all the datasets that I used were rather small, so bigger datasets would provide more interesting results.

## Further work

In my next blog entry I will talk a bit about **catboost** and **lightGBM**.

Especially the first one promises to provide much better default performances than **xgboost** and I will compare it with the random forest

implementation **ranger** and the support vector machine implementation **liquidSVM** in their default state.

**leave a comment**for the author, please follow the link and comment on their blog:

**Philipp Probst**.

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