@hackers wrote:
Hello,
While trying to implement Xgboost in R,I came across the code:
param <- list("objective" = "multi:softprob", # multiclass classification "num_class" = 12, # number of classes "eval_metric" = "merror", # evaluation metric "nthread" = 6, # number of threads to be used "max_depth" = 15, # maximum depth of tree "eta" = 0.07, # step size shrinkage "subsample" = 0.8, # part of data instances to grow tree "colsample_bytree" = 0.9 # subsample ratio of columns when constructing each tree )
Here for multiclass we can use either softprob or softmax.
Can someone help me in understanding the difference between the two??
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