XGBoost R Feature Walkthrough

• Basic walkthrough of wrappers
• Train a xgboost model from caret library
• Cutomize loss function, and evaluation metric
• Boosting from existing prediction
• Predicting using first n trees
• Generalized Linear Model
• Cross validation
• Create a sparse matrix from a dense one

Benchmarks

• Starter script for Kaggle Higgs Boson

Notes

• Contribution of examples, benchmarks is more than welcomed!
• If you like to share how you use xgboost to solve your problem, send a pull request:)