Extreme Gradient Boosting
Description
Extreme Gradient Boosting, which is an
efficient implementation of gradient boosting framework.
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.