g3_multi_xgb.py

#XGBoost Multiclassification Model
ltv_xgb_model = xgb.XGBClassifier(max_depth=5, learning_rate=0.1,objective= 'multi:softprob',n_jobs=-1).fit(X_train, y_train)

print('Accuracy of XGB classifier on training set: {:.2f}'
       .format(ltv_xgb_model.score(X_train, y_train)))
print('Accuracy of XGB classifier on test set: {:.2f}'
       .format(ltv_xgb_model.score(X_test[X_train.columns], y_test)))

y_pred = ltv_xgb_model.predict(X_test)
print(classification_report(y_test, y_pred))