6bd1869026
* Add prediction of feature contributions This implements the idea described at http://blog.datadive.net/interpreting-random-forests/ which tries to give insight in how a prediction is composed of its feature contributions and a bias. * Support multi-class models * Calculate learning_rate per-tree instead of using the one from the first tree * Do not rely on node.base_weight * learning_rate having the same value as the node mean value (aka leaf value, if it were a leaf); instead calculate them (lazily) on-the-fly * Add simple test for contributions feature * Check against param.num_nodes instead of checking for non-zero length * Loop over all roots instead of only the first
eXtreme Gradient Boosting
Documentation | Resources | Installation | Release Notes | RoadMap
XGBoost is an optimized distributed gradient boosting library designed to be highly efficient, flexible and portable. It implements machine learning algorithms under the Gradient Boosting framework. XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solve many data science problems in a fast and accurate way. The same code runs on major distributed environment (Hadoop, SGE, MPI) and can solve problems beyond billions of examples.
What's New
- XGBoost GPU support with fast histogram algorithm
- XGBoost4J: Portable Distributed XGboost in Spark, Flink and Dataflow, see JVM-Package
- Story and Lessons Behind the Evolution of XGBoost
- Tutorial: Distributed XGBoost on AWS with YARN
- XGBoost brick Release
Ask a Question
- For reporting bugs please use the xgboost/issues page.
- For generic questions or to share your experience using XGBoost please use the XGBoost User Group
Help to Make XGBoost Better
XGBoost has been developed and used by a group of active community members. Your help is very valuable to make the package better for everyone.
- Check out call for contributions and Roadmap to see what can be improved, or open an issue if you want something.
- Contribute to the documents and examples to share your experience with other users.
- Add your stories and experience to Awesome XGBoost.
- Please add your name to CONTRIBUTORS.md and after your patch has been merged.
- Please also update NEWS.md on changes and improvements in API and docs.
License
© Contributors, 2016. Licensed under an Apache-2 license.
Reference
- Tianqi Chen and Carlos Guestrin. XGBoost: A Scalable Tree Boosting System. In 22nd SIGKDD Conference on Knowledge Discovery and Data Mining, 2016
- XGBoost originates from research project at University of Washington, see also the Project Page at UW.