xgboost/README.md
2014-02-28 20:13:01 -08:00

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xgboost: eXtreme Gradient Boosting
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An efficient general purpose gradient boosting (tree) library.
Creater: Tianqi Chen
Documentation: https://github.com/tqchen/xgboost/wiki
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