Solved – nround parameter in xgboost

Question

i was implementing xgb code is like below,

bst <- xgboost(data = as.matrix(train.boost), label = lable.train, max.depth = 2, eta = 1, nthread = 2, nround = 20, objective = "binary:logistic")

so i am surprised with the result of xgb, especially with nround

nround when -> 5 it gave train-error:0.175896 [final pass]
nround when -> 10 it gave train-error:0.154723 [final pass]
nround when ->20 it gave train-error:0.114007 [final pass]
nround when ->30 it gave train-error:0.099349 [final pass]

I think when i am using nround as high number it is overfitting the data, So i am confused, I want to know how to choose ideal value of nround.

Thanks

Answer 1

You can't see if the model is overfitting by using just the training data. You must use at least a validation set (or cross-validation) to estimate the performance of the model outside training and THEN you can tell if it's overfitting or not.