XGBoost

All of this means that if we want to minimize surprise FPs between model releases, we must ensure DV ordering preservation.   XGBoost is flexible because its Newton-Raphson solver requires only the gradient and Hessian of the objective rather than the objective itself. By adding small perturbations to the gradient and to the Hessian, we can replace the standard XGBoost … [Read more...] about CrowdStrike Researchers Develop Custom XGBoost Objective