In this video we dive into the nitty-gritty details of the math behind XGBoost trees. We derive the ...
In this video we dive into the nitty-gritty details of the math behind XGBoost trees. We derive the equations for the Output Values from the leaves as well as the Similarity Score. Then we show how these general equations are customized for Regression or Classification by their respective Loss Functions. If you make it to the end, you will be approximately 22% smarter than you are now! :)