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)
Section 1: Bagging and Boosting
Section 2: XGBoost
Section 3: Advanced XGBoost


In this chapter, you learned some of the well-tested tips and tricks from the winners of Kaggle competitions. In addition to exploring Kaggle competitions and understanding the importance of a hold-out set, you gained essential practice in feature engineering time columns, feature engineering categorical columns, mean encoding, building non-correlated ensembles, and stacking. These advanced techniques are widespread among elite Kagglers, and they can give you an edge when developing machine learning models for research, competition, and industry.

In the next and final chapter, we will shift gears from the competitive world to the tech world, where we will build an XGBoost model from beginning to end using transformers and pipelines to complete a model ready for industry deployment.