[FIXED] Deprecation warning on XGBoost - Sklearn

Issue

I am using XGBClassifier() from XGBoost. I am getting the following deprecation warning.

Is there any solution to get rid of this warning ?

/home/carnd/anaconda3/envs/dl/lib/python3.5/site-packages/sklearn/cross_validation.py:44: DeprecationWarning: This module was deprecated in version 0.18 in favor of the model_selection module into which all the refactored classes and functions are moved. Also note that the interface of the new CV iterators are different from that of this module. This module will be removed in 0.20.
  "This module will be removed in 0.20.", DeprecationWarning)

After 2 hours in 64 GB CPU machine, it is still running. I am not sure whether the time it takes may be because of this deprecation warning or the just the length of the dataset.

Solution

It is just a deprecation warning.

XGBClassifier uses deprecated functions of scikit-learn package.

Finally, if your performance is poor this is not the case. This message has nothing to do with the performance.

Answered By - seralouk