e

- pick learning rate, use early stopping
???
As I said earlier, if you add more and more trees, the
algorithms can overfit. So instead of searching for the
learning rate, or searching for number of trees, you can
also do early stopping. Because this is a sequential
algorithm that gets better and better the more trees you
add, you can just use a validation set and stop adding trees
once you overfit. You can do that both with scikit-learn and
XGBoost.

Basically, the idea is that you pick a large number of