Consider implementing XGBoost

[Mec-iS]

I'm submitting a

• feature request.

Expected Behaviour:

smartcore should provide an implementation for gradient boosting (XGBoost) for most popular regressions:

• Some resources here.
• C++ bindings. It looks like there is still no pure-Rust implementation
• forust-ml gradient boosting library

Let's try to find a low foot-print and feature-enabled solution to provide this great tool.

[Luosuu]

Hi @Mec-iS could you please share your update on this thread? Have you decided how to implement this? Or should we directly use the C++ bindings

[Mec-iS]

Hi,

At the moment this is not in our priority list as it doesn't seems that users are keen to have this feature. I would be happy to follow if somebody decides to take this up. First of all we need a list of use cases to define when/how users may want to use this (possibly using the existing datasets).
We don't want to provide anything through bindings, there are already other libraries that do that pretty well; what put in there library has to go through some criteria that are loosely defined in CONTRIBUTING and DEVELOPERS.

If you have any idea please share.

[johnwaltonvi]

Would love to see a pure rust implementation of XGBoost with a use case of classifying momentum trends using financial time series ta data.