XGBoost in Layman’s Terms
How a Machine Learns to Forecast Stock Returns One Mistake at a Time
Most people hear “XGBoost” and immediately imagine some mysterious artificial intelligence engine hidden in a basement, drinking electricity and predicting the future with forbidden knowledge.
The reality is less cinematic, but more useful.
XGBoost is a machine learning method that learns by making many small, simple decisions, then improving itself step …
