Bayesian Optimization and Gradient Boosting to Detect Phishing Websites

We propose an Extreme Gradient Boosting framework for classification and regression problems emerging in machine learning for small-sized data sources sampled from a discrete distribution, i.e. data containing discrete or quantized attributes. The model parameters are iteratively refined from a prior belief for specific use cases using Bayesian optimization. We focus the application area of this framework on detecting fraudulent websites. With properly stated reasoning, we empirically test our methodology on a publicly available and bench-marked UCI Phishing dataset to demonstrate the superior performance of this approach as compared to existing methods in the literature.