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Introduction
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Introduction
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The purpose of this Vignette is to show you how to use **Xgboost** to make prediction from a model based on your own dataset.
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This is an introductory document of using the \verb@xgboost@ package in **R**.
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You may know **Xgboost** as a state of the art tool to build some kind of Machine learning models. It has been [used](https://github.com/tqchen/xgboost) to win several [Kaggle](http://www.kaggle.com) competitions.
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**Xgboost** is short for e**X**treme **G**radient **B**oosting package.
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It is an efficient and scalable implementation of gradient boosting framework by \citep{friedman2001greedy}.
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The package includes efficient linear model solver and tree learning algorithm. It supports various objective functions, including *regression*, *classification* and *ranking*. The package is made to be extendible, so that users are also allowed to define their own objectives easily.
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It has been [used](https://github.com/tqchen/xgboost) to win several [Kaggle](http://www.kaggle.com) competitions.
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It has several features:
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* Speed: it can automatically do parallel computation on *Windows* and *Linux*, with **OpenMP**. It is generally over 10 times faster than `gbm`.
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* Input Type: it takes several types of input data:
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* Dense Matrix: **R**'s dense matrix, i.e. `matrix` ;
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* Sparse Matrix: **R**'s sparse matrix, i.e. `Matrix::dgCMatrix` ;
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* Data File: local data files ;
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* `xgb.DMatrix`: it's own class (recommended) ;
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* Sparsity: it accepts sparse input for both *tree booster* and *linear booster*, and is optimized for sparse input ;
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* Customization: it supports customized objective function and evaluation function ;
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* Performance: it has better performance on several different datasets.
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The purpose of this Vignette is to show you how to use **Xgboost** to make prediction from a model based on your own dataset.
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Installation
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Installation
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============
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============
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