A Gentle Introduction to XGBoost for Applied Machine Learning - Machine Learning Mastery

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When getting started with a new tool like XGBoost, it can be helpful to review a few talks on the topic before diving into the code. Tianqi Chen, the creator of the library gave a talk to the LA Data Science group in June 2016 titled "XGBoost: A Scalable Tree Boosting System". There is more information on the DataScience LA blog. Tong He, a contributor to XGBoost for the R interface gave a talk at the NYC Data Science Academy in December 2015 titled "XGBoost: eXtreme Gradient Boosting". There is more information about this talk on the NYC Data Science Academy blog.

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