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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

Understanding the XGBoost algorithm

In this section, you will learn how the XGBoost algorithm tackles problems with current basic gradient-boosted tree algorithms. You will cover the improvements the authors highlight in the paper and how the improvements help correct problems. First, you will learn about how the authors addressed problems with data, then you will learn about the improvements in XGBoost that speed up training.

Addressing problems – sparse data, overfitting

To handle overfitting, a change the authors made from the standard gradient-boosted tree algorithm is to add a function (Ω, called omega in the paper) for the complexity of the model. This function smooths the weights to avoid overfitting. The omega function does this by penalizing complexity, meaning the algorithm prefers solutions that are simpler. This function also makes the algorithm easier to parallelize for faster computation.

Two additional techniques to handle overfitting are used:

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XGBoost for Regression Predictive Modeling and Time Series Analysis
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