Understanding the XGBoost Algorithm
XGBoost (eXtreme Gradient Boosting) has become quite popular in various competitions in recent years due to its excellent predictive performance. Below, we will introduce its principles. Principle First, we need to understand that XGBoost is an improvement of the GBDT algorithm. During the k-th iteration, the loss function of GBDT can be denoted as L(y,F[k](x)). … Read more