I have gotten the grid search to run effectively and models with just default settings look good. My final problem is getting XGBoost to run parallel in R. I have a new iMac with OS X 11.1. I downloaded home brew and installed libomp. I think everything is fine. I am not sure why it does not work in parallel. I set up XGBoost parallel some time ago on my MacBook Pro and it works. Does anyone have suggestions as to what I can try?
You can try building XGBoost from the source: https://xgboost.readthedocs.io/en/latest/build.html#installing-the-development-version-linux-mac-osx
Glenns-iMac:build glennschultz$ cmake … -DR_LIB=ON
-bash: cmake: command not found
If you get the error above error brew install cmake
@hcho3 that worked but I always get a little nervous building from source just because I am not that much of a system guy. Thanks - Glenn