XGBoost Regularization

Description: Regularization in XGBoost refers to the techniques implemented to prevent overfitting in machine learning models, specifically in the context of decision trees. This process is achieved by adding a penalty term to the loss function, which helps control the complexity of the model. In XGBoost, two main types of regularization are used: L1 (Lasso) and L2 (Ridge). L1 regularization tends to produce sparser models by eliminating irrelevant features, while L2 penalizes large coefficients, promoting a more uniform distribution of weights. These techniques are crucial in hyperparameter tuning, as they allow for finding a balance between model accuracy and its ability to generalize to new data. Regularization not only improves model performance on test datasets but also reduces variance, which is essential in applications where model robustness is critical. In summary, regularization in XGBoost is a fundamental tool for optimizing models, ensuring they are both accurate and generalizable, making it a standard practice in the field of machine learning.

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