Skip to content

Tag: Xgb

xgboost time series forecast in R

xgboost, or Extreme Gradient Boosting is a very convenient algorithm that can be used to solve regression and classification problems. You can check may previous post to learn more about it. It turns out we can also benefit from xgboost while doing time series predictions.

Read more


XGBoost or in long version Extreme Gradient Boosting got recently very popular, especially on Kaggle competitions. It proved to outperform many other algorithms on tasks such as classification and regression. I used it few times as well and that’s why I decided to take a closer look into XGBoost to see how it works.

Read more