According to its documentation, xgboost has an n_jobs parameter. However, when I attempt to set n_jobs, I get this error:
TypeError: __init__() got an unexpected keyword argument 'n_jobs'
Same issue for some other parameters like random_state. I assumed this might be an update issue, but it seems I have the latest version (0.6a2, installed with pip).
There isn't much needed for me to reproduce the error:
from xgboost import XGBClassifier
estimator_xGBM = XGBClassifier(max_depth = 5, learning_rate = 0.05, n_estimators = 400, n_jobs = -1).fit(x_train)
Any ideas?