xgboost VS Prophet

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

By the way, most of the time XGBoost works just as well for projects, would not recommend applying deep learning to every single problem you come across, it's something Stanford CS really likes to showcase when it's well known (1) that sometimes "smaller"/less complex models can perform just as well or have their own interpretive advantages and (2) it is well known within ML and DS communities that deep learning does not perform as well with tabular datasets and using deep learning as a default to every problem is just poor practice. However, if you do (god forbid) get language, speech/audio, vision/imaging, or even time series models then deep learning as a baseline is not the worst idea.

https://facebook.github.io/prophet/

"Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well."