MATLAB Answers

Is there any implementation of XGBoost algorithm for decision trees in Matlab?

255 views (last 30 days)
Roberto
Roberto on 13 Oct 2018
Commented: Bernhard Suhm on 4 Sep 2020
I've found other boosting algos available in fitensemble and fitcensemble options but not XGBoost. Any chance to find it somewhere else? Thanks
Roberto

  2 Comments

Bernhard Suhm
Bernhard Suhm on 4 Sep 2020
As stated in the article Michelle referred you to, XGBoost is not an algorithm, just an efficient implementation of gradient boosting in Python. MATLAB supports gradient boosting, and since R2019b we also support the binning that makes XGBoost very efficient. You activate the binning with the NumBins name-value parameter to the fit*ensemble functions.

Sign in to comment.

Answers (2)

Jeffrey van Prehn
Jeffrey van Prehn on 23 May 2020
Please see: https://nl.mathworks.com/matlabcentral/fileexchange/75898-functions-to-run-xgboost-in-matlab (2 functions to train and test xgboost models). The examples are for classification, but xgboost can also be used for regression. The functions are wrappers for the xgboost.dll library.

  0 Comments

Sign in to comment.


Redha Almahdi
Redha Almahdi on 19 Oct 2018
Hi Roberto,
I am looking for XGBoost matlab based implementation as well. PLease if you get any let me know.
Thanks

  3 Comments

Roberto
Roberto on 20 Oct 2018
Hi Redha, unfortunately I didn't find any matlab implementation of xgboost so far. But I'm replacing it with the "Method" "AdaBoostM1" that you can find here: https://www.mathworks.com/help/stats/fitcensemble.html#namevaluepairarguments In my tests matlab adaptive boost is outperforming R xgboost in almost any scenario so I'm pretty satisfied. Give it a try!
Walter Roberson
Walter Roberson on 20 Oct 2018
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5563301/ talks about preprocessing in MATLAB and about using Python scikit libraries for xgboost. It does not actually state that they call Python from MATLAB but that approach would sound plausible.

Sign in to comment.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by