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Hyperparameter tuning - Sobol sequence vs. Bayesian Optimization
RMSE
train set 4.43 vs. 4.41 (Sobol vs Bayesian)
test set 4.61 vs. 4.41 (Sobol vs. Bayesian)
Hyperparameter tuning in XGBoost
Slides and code for the talk at the Calgary RMed user group meeting, Oct 2 2019