Performance of the xgboost models for the test datasets for each of the training labels. In the top row, we show the SHBoost (mean) parameters predicted from Gaia DR3, 2MASS, and AllWISE against the spectroscopic values (test labels). The middle row shows the residuals (predicted: ‘true’). The bottom row shows the formal uncertainties (derived with xgboost-distributions). Each panel contains logarithmic density plots of the full sample of 217 million stars. The lines and shaded regions in the middle and bottom rows show the running median and 1σ quantiles, respectively.