Chapter 8: Tree-Based Gradient Boosting Machines
Gradient Boosting Models
Gradient boosting is an iterative approach that creates multiple models, preferably decision trees, on the training data. A tree-based gradient boosting machine is essentially a boosting algorithm that creates a series of classification or regression trees. The boosting adds new decision trees to the ensemble sequentially. At each particular iteration, a new weak, base-learner model is trained with respect to the error of the whole ensemble that was trained so far.
The gradient boosting model improves its predictions by minimizing a specified loss function, such as average ...
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