title: How to set the lambda parameter for xgboost
body: <p>I have an interesting little issue:  there is a <code>lambda</code> regularization parameter to <code>xgboost</code>. Well.. they call it .. <em>lambda</em> .. which presents a problem when attempting to actually use that parameter:</p>
  
  <pre><code>models["xgboost"] = XGBRegressor(lambda=Lambda,n_estimators=NTrees 
     learning_rate=LearningRate, max_depth=MaxDepth, 
     max_features=MaxFeatures,rate_drop=0, loss="huber",eta=Eta, 
     gamma=Gamma,subsample=Subsample,colsample_bytree=Colsample_bytree,
                                    eval_metric=eval_metric)
  </code></pre>
  
  <p>Well.. <code>lambda</code> is as we know a <em>python keyword</em>.  So we have not made the compiler  .. <em>pleased</em> ..</p>
  
  <pre><code>    lambda=Lambda)
            ^
  SyntaxError: invalid syntax
  </code></pre>
  
  <p>I looked into whether <code>python</code> supports escaping variable names. afaict it is <em>not</em> supported.  So .. how to set this parameter (short of using positional ..)</p>