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Interviewer: Why XGBoost is better than normal Gradient Boosting? Ans: because it uses Hessians!
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YouTubeData Science with Keerthi (தமிழில்)
Interviewer: Why XGBoost is better than normal Gradient Boosting? Ans: because it uses Hessians!
Gradients & Hessians Intuition! Python in 10 videos - https://www.youtube.com/playlist?list=PLfGjriHtbUEsDVqESVXNNPxdmswWwiHl8 Data Science Career Transition: Data Analyst vs Data Scientist vs Data Engineer. Watch here - https://youtu.be/QxN-tSLT6SU?si=gnt9qnWLpnxSRvHM Understanding the data Science Project Lifecycle & Stages Watch here - https ...
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XGBoost Machine Learning
yourquant_rick on Instagram: "Time series models, like ARIMA, are a classic framework for analyzing sequential data. They assume stationarity and lack of correlation, which works well for sales forecasting but struggles in finance. Markets are highly non-stationary — factors like inflation, rising costs, and constant shifts in sentiment affect price behavior. Correlation between assets is often temporary and only strong in high-sentiment markets like crypto or tech. I often combine uncorrelated
yourquant_rick on Instagram: "Time series models, like ARIMA, are a classic framework for analyzing sequential data. They assume stationarity and lack of correlation, which works well for sales forecasting but struggles in finance. Markets are highly non-stationary — factors like inflation, rising costs, and constant shifts in sentiment affect price behavior. Correlation between assets is often temporary and only strong in high-sentiment markets like crypto or tech. I often combine uncorrelated
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