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 surveyed the universe with the Exoplanet dataset to discover new planets, and potentially new life. You built multiple XGBClassifiers to predict when exoplanet stars are the result of periodic changes in light. With only 37 exoplanet stars and 5,050 non-exoplanet stars, you corrected the imbalanced data by undersampling, oversampling, and tuning XGBoost hyperparameters including scale_pos_weight.

You analyzed results using the confusion matrix and the classification report. You learned key differences between various classification scoring metrics, and why for the Exoplanet dataset accuracy is virtually worthless, while a high recall is ideal, especially when combined with high precision for a good F1 score. Finally, you realized the limitations of machine learning models when the data is extremely varied and imbalanced.

After this case study, you have the necessary background and skills to fully analyze imbalanced datasets with XGBoost using scale_pos_weight...