[scikit-learn] Does sklearn contain xgboost?

[Nicolas Hug]

XGBoost is a specific implementation of gradient boosting trees, so 
strictly speaking scikit-learn cannot "contain" XGBoost. That being said:

- XGBoost has a scikit-learn compatible API: 
https://xgboost.readthedocs.io/en/latest/python/python_api.html#module-xgboost.sklearn. 
So does LightGBM, another fast implementation of gradient boosting trees.

- scikit-learn implements "vanilla" gradient boosting 
https://scikit-learn.org/stable/modules/ensemble.html#gradient-boosting

- There's an open PR in scikit learn (still very WIP) that implements 
the same kind of optimization that XGBoost and LightGBM use, which will 
make GBDT faster https://github.com/scikit-learn/scikit-learn/pull/12807.


Nicolas

On 1/8/19 8:23 PM, lampahome wrote:
> As title
>
> Does sklearn contain xgboost to use?
>
> thanks
>
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