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Finding the right parameters only works through experiments. How to conduct and evaluate these experiments can be seen in the XGBoost book, pages 92-96. But keep in mind: First tune the architecture, don’t tune the parameters! If you want to train multiple architectures check this.
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Parallelization:

Selecting Best Models Using Exhaustive Search
Selecting Best Models From Multiple Learning Algorithms
Selecting Best Models When Preprocessing
Evaluating Performance after Model Selection
Selecting Best Model Using Randomized Search

