Official docs outline
13 sections- Introduction to boosted trees
Gradient boosted trees, objective, regularization, and the additive training model.
- Python package introduction
DMatrix, training, prediction, and saving models.
- Parameters
General, booster, and task parameters, including eta, max_depth, and objectives.
- Notes on parameter tuning
Bias-variance tradeoff, overfitting control, and imbalanced data.
- Scikit-learn interface
XGBClassifier and XGBRegressor with scikit-learn tools.
- Categorical data
Native categorical feature support.
- Custom objective and metric
Writing custom loss functions and evaluation metrics.
- Model IO
Saving and loading models in JSON and UBJSON formats.
- GPU support
Training and prediction on CUDA GPUs.
- Distributed XGBoost
Dask, Spark, and other distributed training options.
- Monotonic and interaction constraints
Constraining model structure for interpretability.
- External memory
Training on data larger than memory.
- Learning to rank
Ranking objectives for search and recommendation.
Each section links to the official page. Titles and summaries by Extra Credit; the docs belong to their authors.