XGBoost

XGBoost (Extreme Gradient Boosting) is a highly popular and flexible gradient boosting library that implements machine learning algorithms under the gradient boosting framework (Chen and Guestrin, 2016). It is widely used for structured/tabular data due to its ability to handle complex nonlinear relationships, missing values, and its support for regularization to reduce overfitting.

Key Features

  • Highly flexible and configurable.

  • Supports L1 (Lasso) and L2 (Ridge) regularization.

  • Handles missing data internally.

  • Efficient and optimized for both memory and computation.

  • Strong community support and extensive tutorials.

Official Documentation

Notes

In this study, XGBoost was chosen for its proven reliability and flexibility, making it a strong baseline for gradient boosting on our dataset (~1,300 observations).