XGBoost Algorithm: Long May She Reign! The new queen of Machine Learning algorithms taking over the I still remember the day 1 of my very first job fifteen years ago. I had just finished my graduate studies and joined a global investment bank as an analyst. On my first day, I kept straightening my tie and trying to remember everything that I had studied. Meanwhile, deep down, I wondered if I was good enough for the corporate world. Sensing my anxiety, my boss smiled and said: “Don’t worry! The only thing that you need to know is the regression modeling!” I rememb e r thinking myself, “I got this!”. I knew regression modeling; both linear and logistic regression. My boss was right. In my tenure, I exclusively built regression-based statistical models. I wasn’t alone. In fact, at that time, regression modeling was the undisputed queen of predictive analytics. Fast forward fifteen years, the era of regression modeling is over. The old queen has passed. Long live the new queen with a fun