Extreme Gradient Boosting (XGBoost)

XGBoost is based on an ensemble of gradient boosted trees. It is a supervised learning method where the algorithm tries to optimise model parameters with training data set (features and label), by minimizing the output of the objective function that consists of a Loss function (L) and a regularization term (). Common choices for LContinue reading “Extreme Gradient Boosting (XGBoost)”

Logistic Regression

Logistic regression is a generalized linear model (GLM) that defines a link function to connect the output from linear regression to the quantity of interest. Specifically, logistic regression uses the log odds to translate the unbounded real number from the linear regression to a probability between zero and one. The parameters inside the linear equationContinue reading “Logistic Regression”