Any good links you recommend learning xgboost? I've never quite figured out how they work.
http://homes.cs.washington.edu/~tqchen/pdf/BoostedTree.pdf
https://www.youtube.com/watch?v=wPqtzj5VZus Trevor Hastie - Gradient Boosting Machine Learning
https://www.youtube.com/watch?v=sRktKszFmSk Ensembles (3): Gradient Boosting, Ihler