The Julia implementation of Gradient Boosting. The package is now an official entry in the Julia Registry and can be installed using Julia's default package manager Pkg.jl.
Pkg.add("GradientBoosting")using GradientBoosting# Train the model
train_predictions, gb_models = GradientBoosting.fit(y_trn, X_trn, lr, max_depth, number_of_trees)
# Predict on test data
test_predictions = GradientBoosting.predict(y_tst, X_tst, lr, gb_models)