XGBoost on Windows 7
I am trying to perform some experiments using XGBoost for a complex classification problem. XGBoost is a new boosting tree algorithm in machine learning and has achieved huge success in several big data competitions.
To setup XGBoost on Windows 7, I strictly followed this instruction. One issue (should be solved soon officially) is here. Everything works fine now.
Let’s Rock!
The following two tutorials on how to tuning the parameters may be useful.