Gradient boosting for OCaml using the R xgboost package under the carpet
https://cran.r-project.org/web/packages/xgboost/index.html
https://cran.r-project.org/web/packages/xgboost/xgboost.pdf
Please look into the R documentation for the corresponding package for details:
R
install.packages('xgboost', dependencies = TRUE, repos='http://cran.r-project.org')
library(xgboost)
help(xgboost)