XGBoost is well known for its faster-execution and Scalability, mainly designed for Speed and Performance. Today XGBoost has become a de-facto algorithm for winning competitions at Kaggle. Similar to all other boosting algorithms, XGBoost also mainly focuses on reducing the error.

XGBoost, a scalable tree boosting system that is widely used by data scientists and provides state-of-the-art results on many problems.

Basic Working of XGBoost Algorithm

1. Building base-models and making predictions on the given data.

2. Calculating the Error and set this _error _as target.

3. Building model on errors and make predictions

4. Updating the _predictions _of the previous model.

5. Repeat the above steps 2 to 4.

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