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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:

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Apply GridSearchCV

Classic GridSearchCV example

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

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