Understand your dataset with XGBoost Tianqi Chen, Tong He, Michaël Benesty, Yuan Tang 1.1 Introduction The purpose of this vignette is to show you how to use XGBoost to discover and understand your own dataset better. This vignette is not about predicting anything (see XGBoost presentation). We will explain how to use XGBoost to highlight the link between the features of your data and the outcome.