xgboost/README.md
2014-02-28 20:10:57 -08:00

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xgboost
eXtreme Gradient Boosting Library
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Creater: Tianqi Chen
Features
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* 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.
Planned key components
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* Gradient boosting models:
- regression tree (GBRT)
- linear model/lasso
* Objectives to support tasks:
- regression
- classification
- ranking
- matrix factorization
- structured prediction
(3) OpenMP implementation
File extension convention:
(1) .h are interface, utils and data structures, with detailed comment;
(2) .cpp are implementations that will be compiled, with less comment;
(3) .hpp are implementations that will be included by .cpp, with less comment
See also: https://github.com/tqchen/xgboost/wiki