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XGBoost has 3 types of boosters:

  • tree boosters (gbtree, dart)
  • linear booster (gbliner)

Since reg_alpha (L1, LASSO) and reg_lambda (L2, Ridge) are linear regularization parameters, should I use them or tune them when using tree boosters?

Essentially, I want to decrease my hyperparameter search spaces and I was wondering if these linear regularization parameters have any effect on the objective function of the tree boosters.

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