Gradient Boosting – the coolest kid on the machine learning block

Gradient boosting is a technique attracting attention for its prediction speed and accuracy, especially with large and complex data. Don't just take my word for it, the chart below shows the rapid growth of Google searches for xgboost (the most popular gradient boosting R package). From data science competitions to machine learning solutions for business, gradient boosting has produced best-in-class results. In this blog post I describe what it is and how to use it. Machine learning models can be fitted to data individually, or combined in an ensemble.