xgboost: eXtreme Gradient Boosting ======= A General purpose gradient boosting (tree) library. Creater: Tianqi Chen Turorial and Documentation: https://github.com/tqchen/xgboost/wiki Features ======= * Sparse feature format: - Sparse feature format allows easy handling of missing values, and improve computation efficiency. * Push the limit on single machine: - Efficient implementation that optimizes memory and computation. * Layout of gradient boosting algorithm to support generic tasks, see project wiki. Supported key components ======= * Gradient boosting models: - regression tree (GBRT) - linear model/lasso * Objectives to support tasks: - regression - classification * OpenMP implementation Planned components ======= * More objective to support tasks: - ranking - matrix factorization - structured prediction File extension convention ======= * .h are interface, utils and data structures, with detailed comment; * .cpp are implementations that will be compiled, with less comment; * .hpp are implementations that will be included by .cpp, with less comment