ptd006 / xgb_to_vb

Convert XGBoost model to VB code

XGBoost model to VB function

XGBoost is a popular tree-based gradient boosting library (but you knew that..).

Often we want to create prototypes of models for expert users to assess before deployment occurs. Excel remains a favourite due to ubiquity, user familiarity and ease of creating pretty dashboards. VBA is the most practical way of executing a pre-trained model in Excel. If that's what you're trying to do you can do worse than the code here.

It started from https://github.com/Shiutang-Li/xgboost_deployment/blob/master/deploy_xgboost.ipynb . However, aside from needing to generate VBA a few improvements were made:

• Multi-class (not just binary) classification is handled.
• A bug is fixed in the regular expression for grabbing numbers in scientific notation.
• The function prototype is explicit in the names of parameters, which makes it easier when calling from Excel.

On the other hand, I didn't implement missing value treatment as I did not need it. It could be added easily, however.