XGBoosting Home | About | Contact | Examples

Configure XGBoost Dart "rate_drop" Parameter

The rate_drop parameter is a key setting when using the XGBoost Dart booster, which can be specified by setting booster='dart'.

This parameter controls the dropout rate, which is the fraction of trees that are randomly dropped at each boosting iteration. By introducing this randomness, the Dart booster helps to regularize the model and prevent overfitting.

The rate_drop parameter takes values between 0.0 and 1.0, where 0.0 means no trees are dropped (equivalent to the gbtree booster), and 1.0 means all trees are dropped (which would result in no model being learned). Typical values for rate_drop range from 0.0 to 0.5.

Here’s an example demonstrating how to set the rate_drop parameter and its effect on model performance:

from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split
from xgboost import XGBClassifier
from sklearn.metrics import accuracy_score

# Generate a synthetic classification dataset
X, y = make_classification(n_samples=1000, n_features=10, n_classes=2, random_state=42)

# Split the data into training and testing sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

# Initialize an XGBClassifier with dart booster and rate_drop=0.0
clf_no_dropout = XGBClassifier(booster='dart', max_depth=5, learning_rate=0.1, n_estimators=100,
                               rate_drop=0.0, random_state=42)

# Initialize an XGBClassifier with dart booster and rate_drop=0.2
clf_with_dropout = XGBClassifier(booster='dart', max_depth=5, learning_rate=0.1, n_estimators=100,
                                 rate_drop=0.2, random_state=42)

# Train the models
clf_no_dropout.fit(X_train, y_train)
clf_with_dropout.fit(X_train, y_train)

# Make predictions on the test set
pred_no_dropout = clf_no_dropout.predict(X_test)
pred_with_dropout = clf_with_dropout.predict(X_test)

# Evaluate the models
accuracy_no_dropout = accuracy_score(y_test, pred_no_dropout)
accuracy_with_dropout = accuracy_score(y_test, pred_with_dropout)

print(f"Accuracy (rate_drop=0.0): {accuracy_no_dropout:.4f}")
print(f"Accuracy (rate_drop=0.2): {accuracy_with_dropout:.4f}")

In this example, we generate a synthetic binary classification dataset and split it into training and testing sets. We then initialize two XGBClassifier instances with the dart booster, one with rate_drop=0.0 (no dropout) and another with rate_drop=0.2 (20% of trees dropped at each iteration). All other parameters, such as max_depth and learning_rate, are kept the same between the two models.

After training both models, we make predictions on the test set and evaluate their accuracies. The output will show the difference in performance between the model without dropout and the model with a dropout rate of 0.2.

By comparing the accuracies, you can observe the impact of the rate_drop parameter on the model’s generalization ability. A well-tuned dropout rate can help improve the model’s performance on unseen data by reducing overfitting. However, setting rate_drop too high may lead to underfitting, as the model may not learn sufficiently from the training data.

When using the XGBoost Dart booster, it’s recommended to experiment with different values of rate_drop along with other hyperparameters to find the optimal configuration for your specific dataset and problem.

See Also