From the course: Machine Learning and AI: Advanced Decision Trees with SPSS

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What is XGBoost?

What is XGBoost?

- [Instructor] Extreme Gradient Boosting. XGBoost has a lot of moving parts, so before we do a demo, let's prepare by mentioning a couple of key points. First, as we'll see, it's implemented through Python. That means you can also read the XGBoost documentation online for the Python library, because it's the same algorithm. Also, loss functions are listed as learning tasks in the SPSS model or interface. We're going to see this. So the second tree in a series of boosted trees is built to figure out what adjustment to the model will move the learning task criteria in the optimal direction. This becomes the target of the tree. This is different than the add a boost style of boosting that we just saw, where the target of the tree remains the same, but the incorrect cases are weighted differently. They're both a kind of boosting, but what is being boosted is different. Now, we're not going to do a deep dive into all of…

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