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Demonstrating how to use XGBoost accomplish regression tasks on computer hardware dataset https://archive.ics.uci.edu/ml/datasets/Computer+Hardware
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Run: ./runexp.sh
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Format of input: LIBSVM format
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Format of ```featmap.txt: <featureid> <featurename> <q or i or int>\n ```:
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- Feature id must be from 0 to number of features, in sorted order.
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- i means this feature is binary indicator feature
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- q means this feature is a quantitative value, such as age, time, can be missing
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- int means this feature is integer value (when int is hinted, the decision boundary will be integer)
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Explainations: https://github.com/tqchen/xgboost/wiki/Regression
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demo/regression/README.md
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Regression
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====
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Using XGBoost for regression is very similar to using it for binary classification. We suggest that you can refer to the [binary classification demo](../binary_classification) first. In XGBoost if we use negative log likelihood as the loss function for regression, the training procedure is same as training binary classifier of XGBoost.
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### Tutorial
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The dataset we used is the [computer hardware dataset from UCI repository](https://archive.ics.uci.edu/ml/datasets/Computer+Hardware). The demo for regression is almost the same as the [binary classification demo](../binary_classification), except a little difference in general parameter:
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```
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# General parameter
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# this is the only difference with classification, use reg:linear to do linear classification
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# when labels are in [0,1] we can also use reg:logistic
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objective = reg:linear
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...
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```
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The input format is same as binary classification, except that the label is now the target regression values. We use linear regression here, if we want use objective = reg:logistic logistic regression, the label needed to be pre-scaled into [0,1].
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