Skip to content

HTTPS clone URL

Subversion checkout URL

You can clone with HTTPS or Subversion.

Download ZIP
eXtreme Gradient Boosting (GBDT, GBRT or GBM) Library for large-scale and distributed machine learning, on single node, hadoop yarn and more.
C++ R Python Java C Makefile Other
branch: master

README.md

XGBoost: eXtreme Gradient Boosting

An optimized general purpose gradient boosting library. The library is parallelized, and also provides an optimized distributed version. It implements machine learning algorithm under gradient boosting framework, including generalized linear model and gradient boosted regression tree (GBDT). XGBoost can also also distributed and scale to Terascale data

Contributors: https://github.com/dmlc/xgboost/graphs/contributors

Documentations: Documentation of xgboost

Issues Tracker: https://github.com/dmlc/xgboost/issues

Please join XGBoost User Group to ask questions and share your experience on xgboost.

  • Use issue tracker for bug reports, feature requests etc.
  • Use the user group to post your experience, ask questions about general usages.

Distributed Version: Distributed XGBoost

Highlights of Usecases: Highlight Links

What's New

Features

  • Sparse feature format:
    • Sparse feature format allows easy handling of missing values, and improve computation efficiency.
  • Push the limit on single machine:
    • Efficient implementation that optimizes memory and computation.
  • Speed: XGBoost is very fast
    • IN demo/higgs/speedtest.py, kaggle higgs data it is faster(on our machine 20 times faster using 4 threads) than sklearn.ensemble.GradientBoostingClassifier
  • Layout of gradient boosting algorithm to support user defined objective
  • Distributed and portable
    • The distributed version of xgboost is highly portable and can be used in different platforms
    • It inheritates all the optimizations made in single machine mode, maximumly utilize the resources using both multi-threading and distributed computing.

Build

  • Run bash build.sh (you can also type make)
  • If you have C++11 compiler, it is recommended to type make cxx11=1
    • C++11 is not used by default
  • If your compiler does not come with OpenMP support, it will fire an warning telling you that the code will compile into single thread mode, and you will get single thread xgboost
  • You may get a error: -lgomp is not found
    • You can type make no_omp=1, this will get you single thread xgboost
    • Alternatively, you can upgrade your compiler to compile multi-thread version
  • Windows(VS 2010): see windows folder
    • In principle, you put all the cpp files in the Makefile to the project, and build
  • OS X:

    • For users who want OpenMP support using Homebrew, run brew update (ensures that you install gcc-4.9 or above) and brew install gcc --without-multilib. Once it is installed, edit Makefile by replacing:
    export CC  = gcc
    export CXX = g++
    

    with

    export CC  = gcc-4.9
    export CXX = g++-4.9
    

    Then run bash build.sh normally.

    export CC  = gcc
    export CXX = g++
    

    with

    export CC  = /usr/local/bin/gcc
    export CXX = /usr/local/bin/g++
    

    Then run bash build.sh normally. This solution is given by Phil Culliton.

Build with HDFS and S3 Support

  • To build xgboost use with HDFS/S3 support and distributed learnig. It is recommended to build with dmlc, with the following steps
    • git clone https://github.com/dmlc/dmlc-core
    • Follow instruction in dmlc-core/make/config.mk to compile libdmlc.a
    • In root folder of xgboost, type make dmlc=dmlc-core
  • This will allow xgboost to directly load data and save model from/to hdfs and s3
    • Simply replace the filename with prefix s3:// or hdfs://
  • This xgboost that can be used for distributed learning

Version

  • This version xgboost-0.3, the code has been refactored from 0.2x to be cleaner and more flexibility
  • This version of xgboost is not compatible with 0.2x, due to huge amount of changes in code structure
    • This means the model and buffer file of previous version can not be loaded in xgboost-3.0
  • For legacy 0.2x code, refer to Here
  • Change log in CHANGES.md

XGBoost in Graphlab Create

Something went wrong with that request. Please try again.