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  • Book Overview & Buying XGBoost for Regression Predictive Modeling and Time Series Analysis
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XGBoost for Regression Predictive Modeling and Time Series Analysis

XGBoost for Regression Predictive Modeling and Time Series Analysis

By : Partha Pritam Deka, Joyce Weiner
4.8 (9)
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XGBoost for Regression Predictive Modeling and Time Series Analysis

XGBoost for Regression Predictive Modeling and Time Series Analysis

4.8 (9)
By: Partha Pritam Deka, Joyce Weiner

Overview of this book

XGBoost offers a powerful solution for regression and time series analysis, enabling you to build accurate and efficient predictive models. In this book, the authors draw on their combined experience of 40+ years in the semiconductor industry to help you harness the full potential of XGBoost, from understanding its core concepts to implementing real-world applications. As you progress, you'll get to grips with the XGBoost algorithm, including its mathematical underpinnings and its advantages over other ensemble methods. You'll learn when to choose XGBoost over other predictive modeling techniques, and get hands-on guidance on implementing XGBoost using both the Python API and scikit-learn API. You'll also get to grips with essential techniques for time series data, including feature engineering, handling lag features, encoding techniques, and evaluating model performance. A unique aspect of this book is the chapter on model interpretability, where you'll use tools such as SHAP, LIME, ELI5, and Partial Dependence Plots (PDP) to understand your XGBoost models. Throughout the book, you’ll work through several hands-on exercises and real-world datasets. By the end of this book, you'll not only be building accurate models but will also be able to deploy and maintain them effectively, ensuring your solutions deliver real-world impact.
Table of Contents (19 chapters)
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1
Part 1:Introduction to Machine Learning and XGBoost with Case Studies
6
Part 2: Practical Applications – Data, Features, and Hyperparameters
13
Part 3: Model Evaluation Metrics and Putting Your Model into Production

Implementing LIME for model interpretation

Local Interpretable Model-agnostic Explanations (LIME) uses a different approach from SHAP. While SHAP assigns each feature a contribution score to explain the model’s prediction, LIME approaches interpretability by building a simple, local model around the prediction. LIME adjusts the input features in small, controlled ways and observes how these changes influence the prediction, enabling it to construct a straightforward model that explains the prediction in an interpretable manner.

Why use LIME?

LIME is particularly useful for debugging individual predictions or edge cases. It focuses on local explanations. Additionally, LIME works with any machine learning model, not just tree-based models such as XGBoost.

Using LIME to interpret XGBoost predictions

To use LIME effectively, you’ll need to pass unscaled data to LIME and use a wrapper function to scale the data before prediction. Let’s try it out:

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XGBoost for Regression Predictive Modeling and Time Series Analysis
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