XGBoost
Extreme Gradient Boosting is an incredibly powerful, highly optimized ensemble learning algorithm that builds a strong model from a series of weak trees.
Think of It Like This
Like a team of students taking a test where each new student focuses exclusively on fixing the exact mistakes made by the previous student.
It iteratively adds decision trees that explicitly predict the residuals (errors) of the previous trees. XGBoost includes advanced L1/L2 regularization, hardware-optimized cache awareness, and automatic handling of missing data. It absolutely dominates machine learning competitions (like Kaggle) involving structured tabular data.