What is XGBoost?

XGBoost (Extreme Gradient Boosting) is an optimized distributed gradient boosting library designed to be highly efficient, flexible and portable. It implements machine learning algorithms under the Gradient Boosting framework. XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solves many data science problems in a fast and accurate way. It is commonly used for classification, regression and ranking problems and is widely applied in machine learning competitions and industry.