= XGBoost = '''XGBoost''' is a gradient boosting library. <> ---- == Usage == XGBoost is written in [[C++]], but generally is used through the official bindings for either [[R/XGBoost|R]] or [[Python/XGBoost|Python]]. ---- == Importance == Features of an XGBoost model are evaluated according to three attributes: * '''Gain''': relative contribution of a feature to the overall model * '''Cover''': proportion of observations related to a feature * the number of observations where this feature is the deciding tree split, then normalized across all features * '''Frequence''': proportion of tree splits formed by a feature All of these attributes are relative, sum to 1, and can be directly compared. ---- CategoryRicottone