Bagging and random forests fit many trees independently and average away variance. Boosting fits trees sequentially, each one deliberately targeting the mistakes of the ensemble built so far — attacking bias rather than variance, and closing out this topic's tree-based methods with the technique behind the gradient-boosted-tree models (XGBoost, LightGBM) that dominate tabular machine learning competitions and much of quant tabular alpha research today.
In this lesson
- Learning objectives
- Gradient boosting for regression trees
- AdaBoost and the exponential loss
- Worked example
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