XGBoost

XGBoost is short for eXtreme gradient boosting.

Features 1

  • Easy to use
    • Easy to install
    • Highly developed R/python for users
  • Efficiency
    • Automatic parallel computation on a single machine
    • Can be run on a cluster.
  • Accuracy
    • Good results for most data sets
  • Feasibility
    • Customized object and evaluation
    • Turnable parameters

XGBoost Overfitting

https://www.kaggle.com/c/otto-group-product-classification-challenge/forums/t/12947/achieve-0-50776-on-the-leaderboard-in-a-minute-with-xgboost?page=5

Examples

Multi class classification: https://www.kaggle.com/tqchen/otto-group-product-classification-challenge/understanding-xgboost-model-on-otto-data

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