Book Image

Hands-On Gradient Boosting with XGBoost and scikit-learn

By : Corey Wade
Book Image

Hands-On Gradient Boosting with XGBoost and scikit-learn

By: Corey Wade

Overview of this book

XGBoost is an industry-proven, open-source software library that provides a gradient boosting framework for scaling billions of data points quickly and efficiently. The book introduces machine learning and XGBoost in scikit-learn before building up to the theory behind gradient boosting. You’ll cover decision trees and analyze bagging in the machine learning context, learning hyperparameters that extend to XGBoost along the way. You’ll build gradient boosting models from scratch and extend gradient boosting to big data while recognizing speed limitations using timers. Details in XGBoost are explored with a focus on speed enhancements and deriving parameters mathematically. With the help of detailed case studies, you’ll practice building and fine-tuning XGBoost classifiers and regressors using scikit-learn and the original Python API. You'll leverage XGBoost hyperparameters to improve scores, correct missing values, scale imbalanced datasets, and fine-tune alternative base learners. Finally, you'll apply advanced XGBoost techniques like building non-correlated ensembles, stacking models, and preparing models for industry deployment using sparse matrices, customized transformers, and pipelines. By the end of the book, you’ll be able to build high-performing machine learning models using XGBoost with minimal errors and maximum speed.
Table of Contents (15 chapters)
1
Section 1: Bagging and Boosting
6
Section 2: XGBoost
10
Section 3: Advanced XGBoost

Finding XGBoost random forests

There are two strategies to implement random forests within XGBoost. The first is to use random forests as the base learner, the second is to use XGBoost's original random forests, XGBRFRegressor and XGBRFClassifier. We start with our original theme, random forests as alternative base learners.

Random forests as base learners

There is not an option to set the booster hyperparameter to a random forest. Instead, the hyperparameter num_parallel_tree may be increased from its default value of 1 to transform gbtree (or dart) into a boosted random forest. The idea here is that each boosting round will no longer consist of one tree, but a number of parallel trees, which in turn make up a forest.

The following is a quick summary of the XGBoost hyperparameter num_parallel_tree.

num_parallel_tree

num_parallel_tree gives the number of trees, potentially more than 1, that are built during each boosting round:

  • Default: 1

  • Range: [1...