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XGbbost training, validation and testing

Sburel
Level IV

Hello,

I have a question about handling test datasets in XGBoost. Here's my current approach:

  1. I'm using 10-fold cross-validation for model training and validation
  2. I keep a separate test dataset completely excluded during this training phase (hide and exclude in the table before launching the model)
  3. After training, I manually generate predictions on this test dataset (save predicted to table and I unhide the test data)

My issue is: By handling the test data separately, I'm missing out on the automatic performance metrics that XGBoost can calculate. Is there a way to:

  • Keep the test data completely segregated during training (using hide and exclude)
  • BUT still have XGBoost automatically calculate performance metrics on this test data after training is complete?
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