""" Demo for using xgboost with sklearn =================================== """ from sklearn.model_selection import GridSearchCV from sklearn.datasets import fetch_california_housing import xgboost as xgb import multiprocessing if __name__ == "__main__": print("Parallel Parameter optimization") X, y = fetch_california_housing(return_X_y=True) xgb_model = xgb.XGBRegressor(n_jobs=multiprocessing.cpu_count() // 2) clf = GridSearchCV(xgb_model, {'max_depth': [2, 4, 6], 'n_estimators': [50, 100, 200]}, verbose=1, n_jobs=2) clf.fit(X, y) print(clf.best_score_) print(clf.best_params_)