eXtreme Gradient Boosting
Description
This package is a R wrapper of xgboost, which is short for eXtreme Gradient Boosting.
It is an efficient and scalable implementation of gradient boosting framework.
The package includes efficient linear model solver and tree learning algorithm.
The package can automatically do parallel computation with OpenMP, and it can be
more than 10 times faster than existing gradient boosting packages such as gbm.
It supports various objective functions, including regression, classification and ranking.
The package is made to be extensible, so that user are also allowed to define there own objectives easily.