def train(params, dmatrix_train, dmatrix_validate):
params['silent'] = 1
params['objective'] = 'binary:logistic' # output probabilities
params['eval_metric'] = 'auc'
num_rounds = params["num_rounds"]
early_stopping_rounds = params["early_stop_rounds"]
# early stop will check on the last dataset
watchlist = [(dmatrix_train, 'train'), (dmatrix_validate, 'validate')]
bst = xgb.train(param, dmatrix_train, num_rounds, watchlist, early_stopping_rounds=early_stopping_rounds)
print "parameters: {}".format(param)
print "best {}: {:.2f}".format(param["eval_metric"], bst.best_score)
print "best_iteration: %d" % (bst.best_iteration)
return params,bst
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