What is "xgboost"

Xgboost is an open-source software library which provides the Gradient boosting framework for C++, Java, Python, R, and Julia. It works on Linux, Windows, and Mac OS. From the project description, it aims to provide a "Scalable, Portable and Distributed Gradient Boosting (GBM, GBRT, GBDT) Library". Other than running on a single machine, it also supports the distributed processing frameworks Apache Hadoop, Apache Spark, and Apache Flink. It has gained much popularity and attention recently as it was the algorithm of choice for many winning teams of a number of machine learning competitions.