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

Summary

In this chapter, you learned about the importance of ensemble methods. In particular, you learned about bagging, the combination of bootstrapping, sampling with replacement, and aggregation, combining many models into one. You built random forest classifiers and regressors. You adjusted n_estimators with the warm_start hyperparameter and used oob_score_ to find errors. Then you modified random forest hyperparameters to fine-tune models. Finally, you examined a case study where shuffling the data gave excellent results but adding more trees to the random forest did not result in any gains with the unshuffled data, as contrasted with XGBoost.

In the next chapter, you will learn the fundamentals of boosting, an ensemble method that learns from its mistakes to improve upon accuracy as more trees are added. You will implement gradient boosting to make predictions, thereby setting the stage for Extreme gradient boosting, better known as XGBoost.