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[Feature Request] Auto early stopping in Sklearn API #6026

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rohan-gt opened this issue Aug 18, 2020 · 5 comments
Open

[Feature Request] Auto early stopping in Sklearn API #6026

rohan-gt opened this issue Aug 18, 2020 · 5 comments
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@trivialfis
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cross-validation Issues related to cross validation implementation in XGBoost. feature-request

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@rohan-gt
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Is it possible to perform early stopping using cross-validation or automatically sampling data from the provided train set without explicitly specifying an eval set?
@hcho3
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hcho3 commented Aug 19, 2020

xgboost.cv() supports early stopping via cross-validated metrics.

@rohan-gt rohan-gt changed the title [Feature Request] Auto early stopping [Feature Request] Auto early stopping in Sklearn API Aug 19, 2020
@rohan-gt
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@hcho3 modified the title. This is not available in the Sklearn API right?

@hcho3
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hcho3 commented Aug 19, 2020

No.

@trivialfis
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I will look into this one later.

@trivialfis trivialfis self-assigned this Aug 19, 2020
@hcho3
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hcho3 commented Aug 23, 2020

Relevant discussion: microsoft/LightGBM#3313

@trivialfis trivialfis added the cross-validation Issues related to cross validation implementation in XGBoost. label Oct 21, 2021
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@trivialfis trivialfis

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cross-validation Issues related to cross validation implementation in XGBoost. feature-request
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