mlpack VS xgboost

Does C++ have the equivalent of Pandas or Apache Spark? Are there extensive libraries that exist/are being developed that allow you to perform operations with data? Or do people just use a combination of Python & its various libraries (NumPy etc)? If we leave aside the data bit, are there libraries that allow you to develop ML models in C++ (mlpack for instance ) faster & more efficiently compared to their Python counterparts (scikit-learn)? On a more general note, how does C++ fit into the routine of a Quant Researcher? And at what scale does an organization decide they need to start switching to other languages and spend more time developing the code ?

mlpack is a great library for machine learning in C++. It's very fast and not too much of a learning curve.

This toolkit was originally part of the mlpack machine learning library (https://github.com/mlpack/mlpack) before it was split out into a separate, standalone effort.

Github Repository: https://github.com/mlpack/mlpack Developed By: Community, supported by Georgia Institute of technology Primary purpose: Multiple ML Models and Algorithms

XGBoost Documentation: https://xgboost.readthedocs.io/

Boosting Boosting is not a separate ML model but a technique that combines multiple weak learners to create a single model that can generate highly accurate predictions. Xgboost is a common boosting model that supports distributed training, resulting in faster training. According to research by Intel, Xgboost can be more effective than a neural network-based approach for tabular data. In addition, Xgboost is faster to train and doesn’t require as much data as neural networks need.

Finally, when it comes to building models and making predictions, Python and R have a plethora of options available. Libraries like scikit-learn, statsmodels, and TensorFlowin Python, or caret, randomForest, and xgboostin R, provide powerful machine learning algorithms and statistical models that can be applied to a wide range of problems. What's more, these libraries are open-source and have extensive documentation and community support, making it easy to learn and apply new techniques without needing specialized training or expensive software licenses.

You can find the problem outlined here: https://github.com/dmlc/xgboost/issues/5826. u/hcho3 diagnosed the problem and corrected it as of XGB version 1.2.0.

Reference: https://github.com/dmlc/xgboost/issues/2031