How to use custom cross validation folds with XGBoost

Question

I\'m using the R wrapper for XGBoost. In the function xgb.cv, there is a folds parameter with the description

list provides a po

Answer 1

This worked best for me:

custom.folds <- caret::createFolds(data$Label, k=10, list=T)

xgbcv <- xgb.cv(
  params = params
  ,data = df
  ,maximize = F
  ,prediction = T
  ,metrics = "logloss"
  ,folds = custom.folds
)