The objective section was missing a space and thus all the bullet were are the same level.
The documentation of xgboost is generated with recommonmark and sphinx. You can build it locally by typing "make html" in this folder. - clone https://github.com/tqchen/recommonmark to root - type make html Checkout https://recommonmark.readthedocs.org for guide on how to write markdown with extensions used in this doc, such as math formulas and table of content.