Xgboost (eXtreme Gradient Boosting) is a library that provides machine learning algorithms under the a gradient boosting framework.
It works with major operating systems like Linux, Windows and macOS. It can run on a single machine or in the distributed environment with frameworks like Apache Hadoop, Apache Spark, Apache Flink, Dask, and DataFlow.
The library is available with interface in many programming languages: C++, Python, Java, R, Julia, Perl, and Scala.
Tianqi Chen and Carlos Guestrin, XGBoost: A Scalable Tree Boosting System, In 22nd SIGKDD Conference on Knowledge Discovery and Data Mining, 2016