xgboost – Tarik Billa

multioutput regression by xgboost

June 7, 2023 by Tarik

My suggestion is to use sklearn.multioutput.MultiOutputRegressor as a wrapper of xgb.XGBRegressor. MultiOutputRegressor trains one regressor per target and only requires that the regressor implements fit and predict, which xgboost happens to support. # get some noised linear data X = np.random.random((1000, 10)) a = np.random.random((10, 3)) y = np.dot(X, a) + np.random.normal(0, 1e-3, (1000, 3)) … Read more

How does XGBoost do parallel computation?

April 25, 2023 by Tarik

Xgboost doesn’t run multiple trees in parallel like you noted, you need predictions after each tree to update gradients. Rather it does the parallelization WITHIN a single tree my using openMP to create branches independently. To observe this,build a giant dataset and run with n_rounds=1. You will see all your cores firing on one tree. … Read more