XGBoost for Univariate Regression

XGBoost is a powerful tool for regression tasks, even with just a single input feature (univariate regression).

Here’s a quick example of how to train an XGBoost model for univariate regression using the scikit-learn API:

# XGBoosting.com
# Fit an XGBoost Model for Univariate Regression using scikit-learn API
from sklearn.datasets import make_regression
from sklearn.model_selection import train_test_split
from xgboost import XGBRegressor

# Generate a synthetic dataset with 1 feature
X, y = make_regression(n_samples=100, n_features=1, noise=0.1, random_state=42)

# Split data into train and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

# Initialize XGBRegressor
model = XGBRegressor(objective='reg:squarederror', random_state=42)

# Fit the model to training data
model.fit(X_train, y_train)

# Make predictions with the fit model
predictions = model.predict(X_test)
print(predictions[:5])

The key steps:

Generate or load your data, here we create a synthetic dataset using make_regression from scikit-learn with just 1 feature.
Initialize an XGBRegressor with the appropriate objective (here, 'reg:squarederror' for regression).
Fit the model to your training data using fit().
Make predictions on new data using predict().

See Also