XGBoost Part 1 (of 4): Regression

XGBoost is an extreme machine learning algorithm, and that means it's got lots of parts. In this video, we focus on the unique regression trees that XGBoost uses when applied to Regression problems.

NOTE: This StatQuest assumes that you are already familiar with...
The main ideas behind Gradient Boost for Regression:    • Gradient Boost Part 1 (of 4): Regress...  
...and the main ideas behind Regularization:    • Regularization Part 1: Ridge (L2) Reg...  

Also note, this StatQuest is based on the following sources:
The original XGBoost manuscript: https://arxiv.org/pdf/1603.02754.pdf
And the XGBoost Documentation: https://xgboost.readthedocs.io/en/lat...

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0:00 Awesome song and introduction
2:35 The initial prediction
3:11 Building an XGBoost Tree for regression
4:07 Calculating Similarity Scores
8:23 Calculating Gain to evaluate different thresholds
13:02 Pruning an XGBoost Tree
15:15 Building an XGBoost Tree with regularization
19:29 Calculating output values for an XGBoost Tree
21:39 Making predictions with XGBoost
23:54 Summary of concepts and main ideas

Corrections:
16:50 I say "66", but I meant to say "62.48". However, either way, the conclusion is the same.
22:03 In the original XGBoost documents they use the epsilon symbol to refer to the learning rate, but in the actual implementation, this is controlled via the "eta" parameter. So, I guess to be consistent with the original documentation, I made the same mistake! :)

#statquest #xgboost