A guide to XGBoost hyperparameters

What is the one machine learning algorithm -- if you ask -- that consistently gives superior performance in regression and classification? It is arguably the most powerful algorithm and is increasingly being used in all industries and in all problem domains --from customer analytics and sales prediction to fraud detection and credit approval and more. It is also a winning algorithm in many machine learning competitions. In fact, XGBoost was used in 17 out of 29 data science competitions on the Kaggle platform. Not just in businesses and competitions, XGBoost has been used in scientific experiments such as the Large Hadron Collider (the Higgs Boson machine learning challenge). A key to its performance is its hyperparameters.