daveebbelaar

import optuna
import xgboost as xgb
from sklearn.metrics import mean_squared_error # or any other metric
from sklearn.model_selection import train_test_split

# Load the dataset
X, y = ... # load your  own
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

# Define the objective function for Optuna