Sign In Start Free Trial
Account

Add to playlist

Create a Playlist

Modal Close icon
You need to login to use this feature.
  • Hands-On Gradient Boosting with XGBoost and scikit-learn
  • Toc
  • feedback
Hands-On Gradient Boosting with XGBoost and scikit-learn

Hands-On Gradient Boosting with XGBoost and scikit-learn

By : Wade
4.7 (7)
close
Hands-On Gradient Boosting with XGBoost and scikit-learn

Hands-On Gradient Boosting with XGBoost and scikit-learn

4.7 (7)
By: 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)
close
1
Section 1: Bagging and Boosting
6
Section 2: XGBoost
10
Section 3: Advanced XGBoost

How gradient boosting works

In this section, we will look under the hood of gradient boosting and build a gradient boosting model from scratch by training new trees on the errors of the previous trees. The key mathematical idea here is the residual. Next, we will obtain the same results using scikit-learn's gradient boosting algorithm.

Residuals

The residuals are the difference between the errors and the predictions of a given model. In statistics, residuals are commonly analyzed to determine how good a given linear regression model fits the data.

Consider the following examples:

  1. Bike rentals

    a) Prediction: 759

    b) Result: 799

    c) Residual: 799 - 759 = 40

  2. Income

    a) Prediction: 100,000

    b) Result: 88,000

    c) Residual: 88,000 –100,000 = -12,000

As you can see, residuals tell you how far the model's predictions are from reality, and they may be positive or negative.

Here is a visual example displaying the residuals of a linear regression line:

...

Unlock full access

Continue reading for free

A Packt free trial gives you instant online access to our library of over 7000 practical eBooks and videos, constantly updated with the latest in tech
bookmark search playlist download font-size

Change the font size

margin-width

Change margin width

day-mode

Change background colour

Close icon Search
Country selected

Close icon Your notes and bookmarks

Delete Bookmark

Modal Close icon
Are you sure you want to delete it?
Cancel
Yes, Delete