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* Push the limit on single machine:
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- Efficient implementation that optimizes memory and computation.
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* Speed: XGBoost is very fast
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- IN [demo/higgs/speedtest.py](../demo/kaggle-higgs/speedtest.py), kaggle higgs data it is faster(on our machine 20 times faster using 4 threads) than sklearn.ensemble.GradientBoostingClassifier
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- IN [demo/higgs/speedtest.py](../demo/master/kaggle-higgs/speedtest.py), kaggle higgs data it is faster(on our machine 20 times faster using 4 threads) than sklearn.ensemble.GradientBoostingClassifier
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* Layout of gradient boosting algorithm to support user defined objective
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* Python interface, works with numpy and scipy.sparse matrix
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