XGBoost Part 3: Mathematical Details

XGBoost Part 3: Mathematical Details

May 19, 2020
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In this video we dive into the nitty-gritty details of the math behind XGBoost trees. We derive the equations for the Output Values from the leaves as well as the Similarity Score. Then we show how these general equations are customized for Regression or Classification by their respective Loss Functions. If you make it to the end, you will be approximately 22% smarter than you are now! :) NOTE: This StatQuest assumes that you are already familiar with... XGBoost Part 1: XGBoost Trees for Regression: https://youtu.be/OtD8wVaFm6E XGBoost Part 2: XGBoost Trees for Classification: https://youtu.be/8b1JEDvenQU Gradient Boost Part 1: Regression Main Ideas: https://youtu.be/3CC4N4z3GJc Gradient Boost Part 2: Regression Details:https://youtu.be/2xudPOBz-vs Gradient Boost Part 3: Classification Main Ideas: https://youtu.be/jxuNLH5dXCs Gradient Boost Part 4: Classification Details: https://youtu.be/StWY5QWMXCw ...and Ridge Regression: https://youtu.be/Q81RR3yKn30 Also note, this StatQuest is based on the following sources: The original XGBoost manuscript: https://arxiv.org/pdf/1603.02754.pdf The original XGBoost presentation: https://homes.cs.washington.edu/~tqch... And the XGBoost Documentation: https://xgboost.readthedocs.io/en/lat... Last but not least, I want to extend a special thanks to Giuseppe Fasanella and Samuel Judge for thoughtful discussions and helping me understand the math. For a complete index of all the StatQuest videos, check out: https://statquest.org/video-index/ If you'd like to support StatQuest, please consider... Patreon: https://www.patreon.com/statquest ...or... YouTube Membership: https://www.youtube.com/channel/UCtYL... ...a cool StatQuest t-shirt or sweatshirt (USA/Europe): teespring.com/stores/statquest (everywhere): https://www.redbubble.com/people/star... ...buying one or two of my songs (or go large and get a whole album!) https://joshuastarmer.bandcamp.com/ ...or just donating to StatQuest! https://www.paypal.me/statquest Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter: https://twitter.com/joshuastarmer

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