Exploring the features and benefits of XGBoost
In this section, you’ll learn about basic gradient-boosted tree algorithms and their problems. This is so you can understand the drawbacks that exist that XGBoost was created to address. First, we will start with gradient-boosted trees and how classification and regression trees work, including the underlying algorithm of gradient descent. At the end of the section, we will summarize the problems with the previous versions of gradient-boosted tree algorithms that XGBoost fixes.
To get into the details, let’s start with explaining gradient-boosted trees in simple terms by beginning with the basics of classification and regression decision trees and building up until we get to boosting.
Gradient-boosted trees
Gradient-boosted trees are a type of classification and regression tree (CART) model. At a high level, the model learns by building a decision tree, minimizing a loss function that compares the predicted value...