Extreme Gradient Boosting
Extreme Gradient Boosting, which is an efficient implementation
of the gradient boosting framework from Chen & Guestrin (2016) .
This package is its R interface. The package includes efficient linear
model solver and tree learning algorithms. The package can automatically
do parallel computation on a single machine which could be more than 10
times faster than existing gradient boosting packages. It supports
various objective functions, including regression, classification and ranking.
The package is made to be extensible, so that users are also allowed to define
their own objectives easily.